+30.9%
XLB vs GSK
+47.2%
-16.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | -1.4% | +4.9% | -6.3% | -2.5% |
| 30D | +7.1% | +10.8% | -3.7% | +4.5% |
| 3M | +0.6% | -1.8% | +2.4% | +0.9% |
| 6M | +3.5% | +4.1% | -0.6% | +2.2% |
| YTD | +18.2% | +7.9% | +10.4% | +15.5% |
| 1Y | +25.6% | +14.4% | +11.2% | +21.0% |
| 3Y | +46.7% | +68.1% | -21.4% | +24.7% |
| 5Y | +30.9% | +47.7% | -16.8% | +10.6% |
| All | +30.9% | +47.2% | -16.3% | +10.6% |
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 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