+552.8%
XLP vs GSK
+156.6%
+396.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +0.7% | +1.7% | -0.9% | +0.2% |
| 30D | +10.3% | +7.0% | +3.2% | +7.9% |
| 3M | +6.5% | -2.7% | +9.2% | +7.2% |
| 6M | +8.4% | +1.4% | +7.0% | +7.5% |
| YTD | +18.2% | +5.3% | +12.9% | +15.4% |
| 1Y | +22.4% | +10.6% | +11.8% | +17.6% |
| 3Y | +41.9% | +62.6% | -20.7% | +17.8% |
| 5Y | +40.9% | +41.7% | -0.8% | +20.6% |
| 10Y | +128.4% | +104.7% | +23.6% | +70.1% |
| All | +552.8% | +156.6% | +396.2% | +294.0% |
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