+172.3%
XLE vs GSK
+103.7%
+68.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | -0.2% | -1.1% | +0.8% | +0.1% |
| 30D | -4.0% | +7.8% | -11.8% | -6.3% |
| 3M | +4.6% | +0.3% | +4.3% | +4.1% |
| 6M | +12.3% | +3.4% | +8.9% | +10.2% |
| YTD | +44.5% | +5.9% | +38.6% | +39.2% |
| 1Y | +42.4% | +8.2% | +34.2% | +36.0% |
| 3Y | +67.0% | +65.3% | +1.8% | +30.2% |
| 5Y | +161.9% | +43.3% | +118.6% | +113.2% |
| All | +172.3% | +103.7% | +68.6% | +88.5% |
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 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