+220.7%
ROL vs GSK
+105.0%
+115.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.4% |
| 7D | +3.0% | +1.1% | +1.8% | +2.6% |
| 30D | +19.8% | +6.3% | +13.4% | +17.6% |
| 3M | +7.9% | +1.8% | +6.1% | +7.2% |
| 6M | -25.6% | +1.7% | -27.3% | -26.2% |
| YTD | -34.1% | +6.5% | -40.7% | -35.8% |
| 1Y | -31.4% | +9.5% | -40.9% | -33.7% |
| 3Y | +4.7% | +65.3% | -60.6% | -13.0% |
| 5Y | +15.6% | +43.7% | -28.1% | -0.7% |
| All | +220.7% | +105.0% | +115.8% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling