+508.9%
XLP vs GSK
+154.3%
+354.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -1.0% | -1.8% | +0.8% | -0.4% |
| 30D | -0.9% | -2.2% | +1.3% | -0.3% |
| 3M | +3.8% | -1.8% | +5.6% | +4.2% |
| 6M | -1.7% | -10.6% | +8.9% | +1.4% |
| YTD | +10.3% | +4.4% | +5.8% | +8.0% |
| 1Y | +7.8% | +30.4% | -22.6% | -2.1% |
| 3Y | +27.2% | +60.1% | -32.9% | +6.1% |
| 5Y | +32.5% | +46.8% | -14.3% | +12.1% |
| 10Y | +101.8% | +79.2% | +22.6% | +57.0% |
| All | +508.9% | +154.3% | +354.6% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling