+139.9%
XLC vs GSK
+72.8%
+67.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | -3.6% | +2.2% | -0.4% |
| 30D | -0.9% | -5.9% | +5.0% | +0.7% |
| 3M | -0.3% | -4.3% | +3.9% | +0.6% |
| 6M | -5.2% | -10.8% | +5.6% | -2.5% |
| YTD | -5.3% | +1.8% | -7.1% | -6.6% |
| 1Y | -2.8% | +23.5% | -26.3% | -9.9% |
| 3Y | +71.2% | +49.5% | +21.7% | +44.7% |
| 5Y | +37.6% | +49.7% | -12.1% | +13.3% |
| All | +139.9% | +72.8% | +67.1% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling