+134.0%
XLC vs GSK
+82.0%
+52.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +6.2% | +5.2% | +1.0% | +4.8% |
| 30D | -2.4% | +10.2% | -12.5% | -5.0% |
| 3M | -3.3% | -0.9% | -2.4% | -3.3% |
| 6M | -7.3% | +3.5% | -10.8% | -8.6% |
| YTD | -7.6% | +7.2% | -14.9% | -10.3% |
| 1Y | -3.7% | +12.0% | -15.7% | -7.7% |
| 3Y | +62.9% | +67.3% | -4.4% | +32.5% |
| 5Y | +41.6% | +45.3% | -3.6% | +19.8% |
| All | +134.0% | +82.0% | +52.0% | +74.6% |
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