+253.9%
XLI vs GSK
+80.1%
+173.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -1.7% | -3.5% | +1.9% | -0.5% |
| 30D | -7.3% | -3.4% | -3.8% | -6.3% |
| 3M | -1.3% | -8.1% | +6.8% | +1.0% |
| 6M | +2.2% | -11.1% | +13.4% | +5.8% |
| YTD | +11.7% | +0.7% | +11.0% | +10.4% |
| 1Y | +14.3% | +20.1% | -5.9% | +5.9% |
| 3Y | +70.3% | +46.1% | +24.2% | +42.9% |
| 5Y | +82.3% | +48.2% | +34.1% | +47.6% |
| All | +253.9% | +80.1% | +173.8% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling