+1,115.8%
RSP vs GSK
+268.7%
+847.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.8% |
| 30D | +2.6% | +7.0% | -4.5% | -0.6% |
| 3M | -0.8% | -2.7% | +1.9% | -0.1% |
| 6M | +6.3% | +1.4% | +4.9% | +4.7% |
| YTD | +14.1% | +5.3% | +8.8% | +9.7% |
| 1Y | +18.0% | +10.6% | +7.4% | +10.9% |
| 3Y | +61.0% | +62.6% | -1.6% | +21.8% |
| 5Y | +45.6% | +41.7% | +3.9% | +15.1% |
| 10Y | +220.2% | +104.7% | +115.4% | +103.9% |
| All | +1,115.8% | +268.7% | +847.1% | +471.7% |
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 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