-31.4%
ROL vs GSK
+9.8%
-41.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.0% |
| 6M | -25.6% | +1.7% | -27.3% | -26.4% |
| YTD | -34.1% | +6.5% | -40.7% | -34.8% |
| 1Y | -31.4% | +9.5% | -40.9% | -32.7% |
| All | -31.4% | +9.8% | -41.2% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling