+170.3%
GSK vs XHB
+173.9%
-3.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -2.2% | -6.9% | +4.7% | -0.5% |
| 3M | -1.8% | -1.3% | -0.6% | -1.8% |
| 6M | -10.6% | -6.8% | -3.8% | -9.4% |
| YTD | +4.4% | +0.7% | +3.7% | +3.7% |
| 1Y | +30.4% | -11.2% | +41.7% | +33.4% |
| 3Y | +60.1% | +25.3% | +34.7% | +47.7% |
| 5Y | +46.8% | +37.3% | +9.5% | +29.7% |
| 10Y | +79.2% | +211.5% | -132.3% | +23.6% |
| All | +170.3% | +173.9% | -3.6% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling