+81.6%
XLF vs GSK
+65.8%
+15.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +2.7% | +1.1% | +1.5% | +2.5% |
| 30D | +7.6% | +6.3% | +1.3% | +6.8% |
| 3M | +1.1% | +1.8% | -0.7% | +0.8% |
| 6M | +15.9% | +1.7% | +14.2% | +15.5% |
| YTD | +8.4% | +6.5% | +1.9% | +7.4% |
| 1Y | +12.5% | +9.5% | +3.0% | +11.1% |
| 3Y | +81.6% | +65.3% | +16.2% | +69.1% |
| All | +81.6% | +65.8% | +15.7% | +69.1% |
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