+106.5%
GSK vs XLRE
+109.5%
-3.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -3.6% | -0.7% | -2.9% | -3.3% |
| 30D | -5.9% | -2.2% | -3.7% | -5.0% |
| 3M | -4.3% | -2.6% | -1.6% | -3.1% |
| 6M | -10.8% | +2.6% | -13.4% | -11.7% |
| YTD | +1.8% | +9.3% | -7.5% | -2.0% |
| 1Y | +23.5% | +7.2% | +16.2% | +19.7% |
| 3Y | +49.5% | +31.3% | +18.2% | +32.3% |
| 5Y | +49.7% | +8.1% | +41.5% | +42.0% |
| 10Y | +81.9% | +88.9% | -7.0% | +32.5% |
| All | +106.5% | +109.5% | -3.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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