+15,354.0%
ROK vs GSK
+1,705.8%
+13,648.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | +0.7% | -1.8% | +2.5% | +1.3% |
| 30D | -3.3% | -2.2% | -1.1% | -2.8% |
| 3M | -5.9% | -1.8% | -4.0% | -5.7% |
| 6M | +13.9% | -10.6% | +24.5% | +17.4% |
| YTD | +12.6% | +4.4% | +8.2% | +9.9% |
| 1Y | +28.6% | +30.4% | -1.8% | +16.2% |
| 3Y | +45.1% | +60.1% | -15.0% | +19.5% |
| 5Y | +45.6% | +46.8% | -1.2% | +21.9% |
| 10Y | +345.0% | +79.2% | +265.8% | +244.9% |
| All | +15,354.0% | +1,705.8% | +13,648.2% | +6,554.5% |
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