+204.4%
RSP vs GSK
+76.8%
+127.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.1% |
| 7D | -0.4% | -4.2% | +3.8% | +1.0% |
| 30D | -1.5% | -7.5% | +6.0% | +1.0% |
| 3M | +4.8% | -3.3% | +8.1% | +5.6% |
| 6M | +10.3% | -9.3% | +19.6% | +13.4% |
| YTD | +14.1% | +1.6% | +12.5% | +12.3% |
| 1Y | +17.0% | +25.5% | -8.5% | +6.2% |
| 3Y | +54.2% | +49.3% | +4.9% | +27.1% |
| 5Y | +51.5% | +46.7% | +4.8% | +22.7% |
| 10Y | +204.4% | +76.8% | +127.6% | +127.7% |
| All | +204.4% | +76.8% | +127.6% | +127.7% |
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