+14,237.2%
ROK vs GSK
+1,742.6%
+12,494.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +7.1% | +1.1% | +5.9% | +6.7% |
| 30D | -5.0% | +6.3% | -11.3% | -7.0% |
| 3M | -9.4% | +1.8% | -11.2% | -10.3% |
| 6M | -11.0% | +1.7% | -12.7% | -12.3% |
| YTD | +4.4% | +6.5% | -2.1% | +0.9% |
| 1Y | +7.4% | +9.5% | -2.1% | +2.8% |
| 3Y | +61.0% | +65.3% | -4.3% | +31.0% |
| 5Y | +30.4% | +43.7% | -13.4% | +9.7% |
| 10Y | +264.8% | +104.1% | +160.7% | +170.0% |
| All | +14,237.2% | +1,742.6% | +12,494.6% | +6,010.8% |
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