-4.7%
ROL vs GSK
+46.9%
-51.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.0% |
| 7D | -3.4% | -4.2% | +0.8% | -2.6% |
| 30D | -6.9% | -7.5% | +0.6% | -5.5% |
| 3M | -24.6% | -3.3% | -21.3% | -24.2% |
| 6M | -39.5% | -9.3% | -30.2% | -38.4% |
| YTD | -41.1% | +1.6% | -42.7% | -41.4% |
| 1Y | -37.9% | +25.5% | -63.4% | -40.9% |
| 3Y | +0.8% | +49.3% | -48.5% | -8.3% |
| 5Y | -4.7% | +46.7% | -51.3% | -14.6% |
| All | -4.7% | +46.9% | -51.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling