+29.5%
XLB vs GSK
+14.9%
+14.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +1.3% |
| 7D | +3.9% | +4.9% | -1.0% | +2.7% |
| 30D | +8.9% | +9.9% | -1.0% | +6.4% |
| 3M | +4.1% | +0.2% | +4.0% | +4.0% |
| 6M | +7.3% | +2.3% | +5.0% | +6.5% |
| YTD | +20.4% | +7.1% | +13.3% | +17.0% |
| 1Y | +29.5% | +13.1% | +16.4% | +24.1% |
| All | +29.5% | +14.9% | +14.6% | +24.1% |
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