+34.1%
XLP vs GSK
+48.0%
-14.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | -0.9% | -2.2% | +1.3% | -0.5% |
| 3M | +3.8% | -1.8% | +5.6% | +4.1% |
| 6M | -1.7% | -10.6% | +8.9% | +0.2% |
| YTD | +10.3% | +4.4% | +5.8% | +9.0% |
| 1Y | +7.8% | +30.4% | -22.6% | +1.6% |
| 3Y | +27.2% | +60.1% | -32.9% | +13.3% |
| All | +34.1% | +48.0% | -14.0% | +20.4% |
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