+136.8%
XLP vs GSK
+102.0%
+34.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -0.5% | -1.1% | +0.5% | -0.2% |
| 30D | +8.3% | +7.8% | +0.5% | +5.9% |
| 3M | +8.7% | +0.3% | +8.4% | +8.4% |
| 6M | +11.2% | +3.4% | +7.7% | +9.7% |
| YTD | +20.0% | +5.9% | +14.1% | +17.0% |
| 1Y | +21.3% | +8.2% | +13.1% | +17.5% |
| 3Y | +43.8% | +65.3% | -21.4% | +18.3% |
| 5Y | +43.3% | +43.3% | 0.0% | +22.4% |
| 10Y | +136.8% | +102.9% | +33.9% | +74.9% |
| All | +136.8% | +102.0% | +34.8% | +74.9% |
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