+175.8%
GSK vs XHB
+172.3%
+3.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +1.1% | -0.2% | +1.4% | +1.2% |
| 30D | +6.3% | +9.9% | -3.6% | +3.8% |
| 3M | +1.8% | -6.3% | +8.1% | +3.4% |
| 6M | +1.7% | +3.8% | -2.2% | +0.3% |
| YTD | +6.5% | +0.1% | +6.4% | +5.8% |
| 1Y | +9.5% | -0.8% | +10.3% | +9.0% |
| 3Y | +65.3% | +35.6% | +29.7% | +49.5% |
| 5Y | +43.7% | +29.6% | +14.2% | +28.9% |
| 10Y | +104.1% | +237.5% | -133.4% | +37.9% |
| All | +175.8% | +172.3% | +3.5% | +54.5% |
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