+65.3%
GSK vs XHB
+35.8%
+29.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.1% | -0.2% | +1.4% | +1.2% |
| 30D | +6.3% | +9.9% | -3.6% | +4.2% |
| 3M | +1.8% | -6.3% | +8.1% | +3.1% |
| 6M | +1.7% | +3.8% | -2.2% | +0.5% |
| YTD | +6.5% | +0.1% | +6.4% | +6.1% |
| 1Y | +9.5% | -0.8% | +10.3% | +9.1% |
| 3Y | +65.3% | +35.6% | +29.7% | +63.7% |
| All | +65.3% | +35.8% | +29.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling