-2.1%
XLC vs GSK
+24.2%
-26.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.4% | -3.6% | +2.2% | -1.1% |
| 30D | -0.9% | -5.9% | +5.0% | -0.3% |
| 3M | -0.3% | -4.3% | +3.9% | +0.1% |
| 6M | -5.2% | -10.8% | +5.6% | -4.5% |
| YTD | -5.3% | +1.8% | -7.1% | -5.1% |
| All | -2.1% | +24.2% | -26.3% | -1.4% |
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