+58.1%
XLE vs GSK
+63.2%
-5.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -12.0% | +1.7% | -13.7% | -12.0% |
| 30D | -2.7% | +7.0% | -9.8% | -2.8% |
| 3M | +6.6% | -2.7% | +9.2% | +6.7% |
| 6M | +9.5% | +1.4% | +8.1% | +9.5% |
| YTD | +40.6% | +5.3% | +35.2% | +39.4% |
| 1Y | +43.6% | +10.6% | +33.0% | +41.9% |
| 3Y | +58.1% | +62.6% | -4.5% | +41.9% |
| All | +58.1% | +63.2% | -5.1% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling