+823.0%
XLB vs GSK
+158.1%
+664.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | 0.0% | +0.5% | -0.4% | -0.2% |
| 30D | +5.3% | +9.4% | -4.2% | +1.4% |
| 3M | 0.0% | +1.6% | -1.6% | -1.0% |
| 6M | +1.2% | +1.3% | -0.1% | +0.1% |
| YTD | +16.9% | +6.0% | +10.9% | +12.8% |
| 1Y | +20.9% | +9.1% | +11.8% | +15.3% |
| 3Y | +43.3% | +65.4% | -22.1% | +11.6% |
| 5Y | +28.3% | +43.0% | -14.7% | +4.4% |
| 10Y | +165.3% | +103.1% | +62.3% | +82.6% |
| All | +823.0% | +158.1% | +664.9% | +405.0% |
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