+891.0%
XLV vs GSK
+145.3%
+745.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | -4.4% | -5.4% | +1.0% | -2.3% |
| 30D | -1.4% | -4.6% | +3.2% | +0.4% |
| 3M | +8.9% | -5.1% | +14.0% | +11.0% |
| 6M | +9.1% | -11.4% | +20.5% | +14.0% |
| YTD | +7.9% | +0.7% | +7.2% | +7.0% |
| 1Y | +22.7% | +23.0% | -0.3% | +12.3% |
| 3Y | +31.9% | +48.0% | -16.1% | +10.4% |
| 5Y | +34.9% | +48.2% | -13.3% | +11.0% |
| 10Y | +173.9% | +80.0% | +93.8% | +106.9% |
| All | +891.0% | +145.3% | +745.7% | +496.7% |
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