+17.0%
RSP vs GSK
+26.4%
-9.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | -0.4% | -4.2% | +3.8% | +0.2% |
| 30D | -1.5% | -7.5% | +6.0% | -0.5% |
| 3M | +4.8% | -3.3% | +8.1% | +5.2% |
| 6M | +10.3% | -9.3% | +19.6% | +11.6% |
| YTD | +14.1% | +1.6% | +12.5% | +14.1% |
| 1Y | +17.0% | +25.5% | -8.5% | +15.4% |
| All | +17.0% | +26.4% | -9.4% | +15.4% |
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