+49.7%
GSK vs XHB
+34.8%
+14.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -3.6% | -1.9% | -1.7% | -3.2% |
| 30D | -5.9% | -8.3% | +2.4% | -4.4% |
| 3M | -4.3% | -7.1% | +2.9% | -3.0% |
| 6M | -10.8% | -5.3% | -5.5% | -10.1% |
| YTD | +1.8% | -3.2% | +5.0% | +2.1% |
| 1Y | +23.5% | -13.9% | +37.3% | +26.3% |
| 3Y | +49.5% | +24.9% | +24.6% | +42.4% |
| 5Y | +49.7% | +34.5% | +15.2% | +36.8% |
| All | +49.7% | +34.8% | +14.8% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling