+1,024.7%
XLE vs GSK
+154.3%
+870.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.1% |
| 7D | +2.2% | -1.8% | +4.0% | +2.9% |
| 30D | +11.8% | -2.2% | +14.0% | +12.5% |
| 3M | +9.8% | -1.8% | +11.6% | +10.0% |
| 6M | +15.6% | -10.6% | +26.2% | +19.4% |
| YTD | +45.3% | +4.4% | +40.8% | +40.5% |
| 1Y | +48.3% | +30.4% | +17.9% | +30.4% |
| 3Y | +55.4% | +60.1% | -4.6% | +21.5% |
| 5Y | +216.1% | +46.8% | +169.3% | +151.0% |
| 10Y | +178.4% | +79.2% | +99.2% | +100.7% |
| All | +1,024.7% | +154.3% | +870.4% | +530.5% |
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