+820.5%
XLB vs GSK
+154.3%
+666.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.4% | -1.8% | +0.4% | -0.7% |
| 30D | -0.4% | -2.2% | +1.8% | +0.4% |
| 3M | +2.0% | -1.8% | +3.8% | +2.4% |
| 6M | +1.8% | -10.6% | +12.4% | +6.0% |
| YTD | +16.6% | +4.4% | +12.2% | +13.5% |
| 1Y | +16.9% | +30.4% | -13.5% | +3.4% |
| 3Y | +32.6% | +60.1% | -27.5% | +4.7% |
| 5Y | +35.6% | +46.8% | -11.1% | +9.2% |
| 10Y | +160.0% | +79.2% | +80.8% | +89.0% |
| All | +820.5% | +154.3% | +666.2% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling