+55.9%
RSP vs GSK
+62.2%
-6.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.8% | -1.8% | +1.1% | -0.5% |
| 30D | -0.3% | -2.2% | +1.8% | 0.0% |
| 3M | +4.3% | -1.8% | +6.1% | +4.5% |
| 6M | +8.8% | -10.6% | +19.4% | +10.5% |
| YTD | +15.3% | +4.4% | +10.8% | +14.2% |
| 1Y | +18.3% | +30.4% | -12.1% | +12.9% |
| All | +55.9% | +62.2% | -6.4% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling