+6.8%
XEL vs GSK
+21.8%
-15.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -3.5% | +3.2% | +0.2% |
| 30D | -3.9% | -3.4% | -0.5% | -3.5% |
| 3M | -2.8% | -8.1% | +5.3% | -1.7% |
| 6M | -5.4% | -11.1% | +5.7% | -4.2% |
| YTD | +3.8% | +0.7% | +3.0% | +3.7% |
| 1Y | +6.8% | +20.1% | -13.3% | +6.6% |
| All | +6.8% | +21.8% | -15.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling