+142.5%
XLC vs GSK
+77.3%
+65.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | +1.0% | -2.2% | +3.2% | +1.6% |
| 3M | -0.7% | -1.8% | +1.1% | -0.4% |
| 6M | -5.1% | -10.6% | +5.5% | -2.5% |
| YTD | -4.3% | +4.4% | -8.7% | -6.2% |
| 1Y | -0.6% | +30.4% | -31.0% | -9.3% |
| 3Y | +72.7% | +60.1% | +12.6% | +42.4% |
| 5Y | +38.0% | +46.8% | -8.8% | +15.5% |
| All | +142.5% | +77.3% | +65.2% | +82.5% |
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