+412.9%
XLF vs GSK
+147.9%
+265.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | -3.6% | +2.5% | +0.7% |
| 30D | -1.3% | -5.9% | +4.6% | +1.5% |
| 3M | +9.1% | -4.3% | +13.4% | +10.9% |
| 6M | +14.4% | -10.8% | +25.1% | +19.8% |
| YTD | +5.1% | +1.8% | +3.3% | +2.6% |
| 1Y | +8.6% | +23.5% | -14.8% | -4.3% |
| 3Y | +74.4% | +49.5% | +24.9% | +34.4% |
| 5Y | +64.4% | +49.7% | +14.7% | +23.2% |
| 10Y | +251.6% | +81.9% | +169.7% | +131.3% |
| All | +412.9% | +147.9% | +265.0% | +150.6% |
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 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