+35.5%
XLV vs GSK
+47.2%
-11.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -3.5% | 0.0% | -2.4% |
| 30D | -1.8% | -3.4% | +1.6% | -0.7% |
| 3M | +7.8% | -8.1% | +15.9% | +10.7% |
| 6M | +9.1% | -11.1% | +20.2% | +13.0% |
| YTD | +7.7% | +0.7% | +7.0% | +7.2% |
| 1Y | +20.4% | +20.1% | +0.3% | +13.2% |
| 3Y | +30.8% | +46.1% | -15.4% | +14.1% |
| All | +35.5% | +47.2% | -11.7% | +15.8% |
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