+30.5%
XEL vs GSK
+47.2%
-16.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.2% | -5.4% | +4.2% | -0.1% |
| 30D | -2.9% | -4.6% | +1.7% | -2.0% |
| 3M | -2.7% | -5.1% | +2.4% | -1.8% |
| 6M | -6.5% | -11.4% | +4.9% | -4.3% |
| YTD | +3.6% | +0.7% | +2.9% | +2.9% |
| 1Y | +7.5% | +23.0% | -15.5% | +1.7% |
| 3Y | +46.3% | +48.0% | -1.6% | +30.0% |
| 5Y | +30.5% | +48.2% | -17.7% | +10.2% |
| All | +30.5% | +47.2% | -16.7% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling