+17.2%
XLI vs GSK
+31.2%
-14.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -1.1% | -1.8% | +0.8% | -0.8% |
| 30D | -5.9% | -2.2% | -3.8% | -5.7% |
| 3M | -0.3% | -1.8% | +1.6% | -0.2% |
| 6M | +0.1% | -10.6% | +10.7% | +1.8% |
| YTD | +13.6% | +4.4% | +9.2% | +13.5% |
| 1Y | +17.2% | +30.4% | -13.2% | +15.6% |
| All | +17.2% | +31.2% | -14.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling