+150.4%
GSK vs XME
+180.8%
-30.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -1.1% | +1.5% | -2.6% | -1.4% |
| 30D | +7.8% | -7.3% | +15.1% | +9.2% |
| 3M | +0.3% | -17.4% | +17.7% | +3.5% |
| 6M | +3.4% | -21.8% | +25.3% | +7.4% |
| YTD | +5.9% | -6.0% | +11.9% | +5.5% |
| 1Y | +8.2% | +3.8% | +4.4% | +5.7% |
| 3Y | +65.3% | +100.0% | -34.8% | +39.1% |
| 5Y | +43.3% | +116.1% | -72.8% | +16.4% |
| 10Y | +102.9% | +280.6% | -177.7% | +38.9% |
| All | +150.4% | +180.8% | -30.4% | +58.7% |
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