+30.1%
ROK vs GSK
+44.4%
-14.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | +7.1% | +1.1% | +5.9% | +6.9% |
| 30D | -5.0% | +6.3% | -11.3% | -6.0% |
| 3M | -9.4% | +1.8% | -11.2% | -9.8% |
| 6M | -11.0% | +1.7% | -12.7% | -11.6% |
| YTD | +4.4% | +6.5% | -2.1% | +2.5% |
| 1Y | +7.4% | +9.5% | -2.1% | +4.8% |
| 3Y | +61.0% | +65.3% | -4.3% | +40.5% |
| All | +30.1% | +44.4% | -14.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling