-42.2%
RIG vs GSK
+80.1%
-122.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -3.1% | -3.5% | +0.5% | -1.7% |
| 30D | -0.5% | -3.4% | +2.9% | +0.7% |
| 3M | -6.0% | -8.1% | +2.2% | -3.2% |
| 6M | -10.1% | -11.1% | +1.0% | -6.8% |
| YTD | +37.3% | +0.7% | +36.5% | +34.5% |
| 1Y | +73.9% | +20.1% | +53.8% | +57.5% |
| 3Y | -30.2% | +46.1% | -76.3% | -44.5% |
| 5Y | +62.5% | +48.2% | +14.2% | +24.8% |
| All | -42.2% | +80.1% | -122.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling