+1,019.2%
XLE vs GSK
+157.9%
+861.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | -0.2% | -1.1% | +0.8% | +0.2% |
| 30D | -4.0% | +7.8% | -11.8% | -7.0% |
| 3M | +4.6% | +0.3% | +4.3% | +3.9% |
| 6M | +12.3% | +3.4% | +8.9% | +9.6% |
| YTD | +44.5% | +5.9% | +38.6% | +38.3% |
| 1Y | +42.4% | +8.2% | +34.2% | +35.0% |
| 3Y | +67.0% | +65.3% | +1.8% | +28.6% |
| 5Y | +161.9% | +43.3% | +118.6% | +109.6% |
| 10Y | +173.9% | +102.9% | +71.0% | +86.7% |
| All | +1,019.2% | +157.9% | +861.3% | +520.9% |
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 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