+1,127.7%
RSP vs GSK
+265.4%
+862.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -0.8% | -1.8% | +1.1% | 0.0% |
| 30D | -0.3% | -2.2% | +1.8% | +0.5% |
| 3M | +4.3% | -1.8% | +6.1% | +4.7% |
| 6M | +8.8% | -10.6% | +19.4% | +13.5% |
| YTD | +15.3% | +4.4% | +10.8% | +11.6% |
| 1Y | +18.3% | +30.4% | -12.1% | +2.8% |
| 3Y | +52.8% | +60.1% | -7.3% | +16.5% |
| 5Y | +51.7% | +46.8% | +4.9% | +17.9% |
| 10Y | +208.5% | +79.2% | +129.2% | +110.9% |
| All | +1,127.7% | +265.4% | +862.3% | +481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling