+146.9%
GSK vs XME
+242.3%
-95.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -2.2% | +6.0% | -8.2% | -3.4% |
| 3M | -1.8% | -7.7% | +5.9% | -0.7% |
| 6M | -10.6% | +1.0% | -11.6% | -11.4% |
| YTD | +4.4% | +14.6% | -10.2% | +0.6% |
| 1Y | +30.4% | +46.0% | -15.5% | +19.3% |
| 3Y | +60.1% | +127.0% | -66.9% | +32.0% |
| 5Y | +46.8% | +175.8% | -129.0% | +13.9% |
| 10Y | +79.2% | +414.6% | -335.4% | +15.9% |
| All | +146.9% | +242.3% | -95.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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