+135.7%
ROP vs GSK
+80.2%
+55.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -6.1% | -3.6% | -2.5% | -5.0% |
| 30D | -3.4% | -5.9% | +2.6% | -1.6% |
| 3M | +16.7% | -4.3% | +20.9% | +18.1% |
| 6M | +8.1% | -10.8% | +18.9% | +11.4% |
| YTD | -11.7% | +1.8% | -13.5% | -13.1% |
| 1Y | -24.2% | +23.5% | -47.7% | -30.5% |
| 3Y | -19.0% | +49.5% | -68.5% | -32.5% |
| 5Y | -15.9% | +49.7% | -65.5% | -31.8% |
| 10Y | +135.7% | +81.9% | +53.8% | +72.8% |
| All | +135.7% | +80.2% | +55.5% | +72.8% |
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