+640.9%
XLU vs GSK
+147.9%
+493.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.6% | -3.6% | +4.2% | +1.7% |
| 30D | -0.4% | -5.9% | +5.5% | +1.3% |
| 3M | -1.7% | -4.3% | +2.5% | -0.7% |
| 6M | -7.1% | -10.8% | +3.7% | -4.2% |
| YTD | +1.9% | +1.8% | +0.1% | +0.5% |
| 1Y | +6.1% | +23.5% | -17.4% | -2.0% |
| 3Y | +48.8% | +49.5% | -0.8% | +26.7% |
| 5Y | +43.8% | +49.7% | -5.9% | +20.6% |
| 10Y | +143.2% | +81.9% | +61.3% | +89.5% |
| All | +640.9% | +147.9% | +493.1% | +361.7% |
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