+65.0%
XLF vs GSK
+47.2%
+17.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.9% | -5.4% | +2.5% | -1.9% |
| 30D | -1.6% | -4.6% | +3.0% | -0.8% |
| 3M | +9.3% | -5.1% | +14.4% | +10.2% |
| 6M | +14.6% | -11.4% | +26.0% | +16.9% |
| YTD | +4.7% | +0.7% | +4.0% | +4.1% |
| 1Y | +8.6% | +23.0% | -14.4% | +3.4% |
| 3Y | +73.9% | +48.0% | +25.9% | +55.6% |
| 5Y | +65.0% | +48.2% | +16.8% | +43.6% |
| All | +65.0% | +47.2% | +17.8% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling