+80.9%
XLI vs GSK
+47.3%
+33.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.6% | -3.6% | +3.0% | +0.1% |
| 30D | -6.9% | -5.9% | -1.0% | -6.0% |
| 3M | -1.9% | -4.3% | +2.3% | -1.3% |
| 6M | +1.0% | -10.8% | +11.8% | +2.9% |
| YTD | +11.3% | +1.8% | +9.5% | +10.6% |
| 1Y | +15.8% | +23.5% | -7.7% | +11.0% |
| 3Y | +69.8% | +49.5% | +20.3% | +54.5% |
| 5Y | +80.9% | +49.7% | +31.2% | +59.6% |
| All | +80.9% | +47.3% | +33.6% | +59.6% |
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