+1,106.7%
XLY vs GSK
+145.3%
+961.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -3.5% | +1.8% | -0.4% |
| 30D | -4.2% | -3.4% | -0.7% | -3.0% |
| 3M | -2.7% | -8.1% | +5.4% | +0.1% |
| 6M | -0.6% | -11.1% | +10.5% | +3.2% |
| YTD | -5.0% | +0.7% | -5.8% | -6.3% |
| 1Y | -4.1% | +20.1% | -24.2% | -11.9% |
| 3Y | +33.6% | +46.1% | -12.5% | +10.4% |
| 5Y | +28.7% | +48.2% | -19.5% | +3.6% |
| 10Y | +219.6% | +80.1% | +139.6% | +132.9% |
| All | +1,106.7% | +145.3% | +961.4% | +577.4% |
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