-38.9%
ROL vs GSK
+24.6%
-63.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.3% | -3.6% | +0.3% | -2.5% |
| 30D | -7.2% | -5.9% | -1.3% | -6.0% |
| 3M | -27.0% | -4.3% | -22.7% | -26.4% |
| 6M | -39.5% | -10.8% | -28.7% | -38.4% |
| YTD | -41.8% | +1.8% | -43.6% | -41.3% |
| 1Y | -38.9% | +23.5% | -62.3% | -39.3% |
| All | -38.9% | +24.6% | -63.4% | -39.3% |
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 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