-22.2%
RKT vs GSK
+59.7%
-81.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +2.1% | -1.8% | +3.9% | +2.7% |
| 30D | +1.4% | -2.2% | +3.6% | +2.0% |
| 3M | +6.3% | -1.8% | +8.1% | +6.6% |
| 6M | -15.5% | -10.6% | -4.8% | -12.8% |
| YTD | -27.4% | +4.4% | -31.8% | -28.3% |
| 1Y | -26.6% | +30.4% | -57.0% | -32.1% |
| 3Y | +41.2% | +60.1% | -18.8% | +20.7% |
| 5Y | -6.4% | +46.8% | -53.2% | -19.8% |
| All | -22.2% | +59.7% | -81.9% | -41.3% |
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