-1.7%
XLC vs GSK
+9.8%
-11.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | +3.7% | +1.1% | +2.6% | +3.5% |
| 30D | -1.9% | +6.3% | -8.3% | -2.9% |
| 3M | -3.1% | +1.8% | -4.9% | -3.4% |
| 6M | -6.4% | +1.7% | -8.0% | -6.7% |
| YTD | -6.8% | +6.5% | -13.4% | -8.3% |
| 1Y | -1.7% | +9.5% | -11.2% | -3.8% |
| All | -1.7% | +9.8% | -11.5% | -3.8% |
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 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