+208.2%
ROL vs GSK
+80.2%
+128.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.3% | -3.6% | +0.3% | -2.2% |
| 30D | -7.2% | -5.9% | -1.3% | -5.6% |
| 3M | -27.0% | -4.3% | -22.7% | -26.2% |
| 6M | -39.5% | -10.8% | -28.7% | -37.6% |
| YTD | -41.8% | +1.8% | -43.6% | -42.4% |
| 1Y | -38.9% | +23.5% | -62.3% | -43.2% |
| 3Y | -0.4% | +49.5% | -49.9% | -14.6% |
| 5Y | -4.2% | +49.7% | -53.9% | -19.7% |
| 10Y | +208.2% | +81.9% | +126.3% | +142.3% |
| All | +208.2% | +80.2% | +128.0% | +142.3% |
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 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