-41.5%
RIG vs GSK
+977.1%
-1,018.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | -2.7% | -4.2% | +1.5% | -1.3% |
| 30D | +9.5% | -7.5% | +17.0% | +12.2% |
| 3M | -6.6% | -3.3% | -3.4% | -5.9% |
| 6M | -2.9% | -9.3% | +6.5% | -0.5% |
| YTD | +39.5% | +1.6% | +37.9% | +37.3% |
| 1Y | +82.3% | +25.5% | +56.8% | +66.9% |
| 3Y | -29.6% | +49.3% | -78.8% | -40.6% |
| 5Y | +63.2% | +46.7% | +16.5% | +37.3% |
| 10Y | -45.0% | +76.8% | -121.8% | -56.4% |
| All | -41.5% | +977.1% | -1,018.6% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling