-24.2%
ROP vs GSK
+24.6%
-48.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -6.1% | -3.6% | -2.5% | -5.9% |
| 30D | -3.4% | -5.9% | +2.6% | -3.0% |
| 3M | +16.7% | -4.3% | +20.9% | +17.1% |
| 6M | +8.1% | -10.8% | +18.9% | +8.5% |
| YTD | -11.7% | +1.8% | -13.5% | -11.8% |
| 1Y | -24.2% | +23.5% | -47.7% | -24.3% |
| All | -24.2% | +24.6% | -48.8% | -24.3% |
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