-15.3%
ROP vs GSK
+46.9%
-62.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -2.4% |
| 7D | -5.4% | -4.2% | -1.2% | -4.8% |
| 30D | -1.6% | -7.5% | +5.9% | -0.4% |
| 3M | +18.8% | -3.3% | +22.1% | +19.5% |
| 6M | +8.2% | -9.3% | +17.5% | +9.7% |
| YTD | -10.5% | +1.6% | -12.1% | -11.1% |
| 1Y | -23.7% | +25.5% | -49.2% | -27.3% |
| 3Y | -17.9% | +49.3% | -67.1% | -25.2% |
| 5Y | -15.3% | +46.7% | -62.0% | -24.8% |
| All | -15.3% | +46.9% | -62.2% | -24.8% |
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 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