+184.0%
ROP vs GSK
+102.0%
+82.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -2.9% | -1.1% | -1.9% | -2.7% |
| 30D | +30.1% | +7.8% | +22.2% | +27.1% |
| 3M | +19.9% | +0.3% | +19.6% | +19.6% |
| 6M | +46.0% | +3.4% | +42.6% | +44.0% |
| YTD | +8.4% | +5.9% | +2.4% | +5.2% |
| 1Y | +8.8% | +8.2% | +0.6% | +4.9% |
| 3Y | -5.6% | +65.3% | -70.9% | -24.2% |
| 5Y | +3.0% | +43.3% | -40.3% | -13.9% |
| 10Y | +184.0% | +102.9% | +81.1% | +99.7% |
| All | +184.0% | +102.0% | +82.0% | +99.7% |
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 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