+73.0%
XLF vs GSK
+47.2%
+25.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.9% | -5.4% | +2.5% | -2.2% |
| 30D | -1.6% | -4.6% | +3.0% | -1.0% |
| 3M | +9.3% | -5.1% | +14.4% | +9.9% |
| 6M | +14.6% | -11.4% | +26.0% | +16.1% |
| YTD | +4.7% | +0.7% | +4.0% | +4.5% |
| 1Y | +8.6% | +23.0% | -14.4% | +5.5% |
| All | +73.0% | +47.2% | +25.9% | +61.2% |
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