-29.7%
RIG vs GSK
+48.7%
-78.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -8.2% | -3.6% | -4.6% | -7.8% |
| 30D | -0.2% | -5.9% | +5.7% | +0.5% |
| 3M | -2.7% | -4.3% | +1.5% | -2.4% |
| 6M | -7.5% | -10.8% | +3.3% | -6.5% |
| YTD | +38.3% | +1.8% | +36.5% | +36.6% |
| 1Y | +81.8% | +23.5% | +58.4% | +75.6% |
| All | -29.7% | +48.7% | -78.4% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling