+76.7%
GSK vs XHB
+210.4%
-133.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -5.4% | -5.2% | -0.2% | -4.1% |
| 30D | -4.6% | -12.1% | +7.5% | -1.4% |
| 3M | -5.1% | -6.2% | +1.1% | -3.8% |
| 6M | -11.4% | -6.7% | -4.7% | -10.2% |
| YTD | +0.7% | -5.5% | +6.2% | +1.6% |
| 1Y | +23.0% | -15.6% | +38.7% | +27.6% |
| 3Y | +48.0% | +22.0% | +26.0% | +36.9% |
| 5Y | +48.2% | +31.8% | +16.4% | +31.6% |
| All | +76.7% | +210.4% | -133.7% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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