+264.7%
XOM vs GSK
+47.2%
+217.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | +1.9% | -5.4% | +7.3% | +2.3% |
| 30D | +4.1% | -4.6% | +8.7% | +4.5% |
| 3M | +10.4% | -5.1% | +15.5% | +10.8% |
| 6M | +13.0% | -11.4% | +24.5% | +14.0% |
| YTD | +40.1% | +0.7% | +39.3% | +39.0% |
| 1Y | +51.1% | +23.0% | +28.1% | +46.2% |
| 3Y | +57.7% | +48.0% | +9.8% | +46.7% |
| 5Y | +264.7% | +48.2% | +216.5% | +241.6% |
| All | +264.7% | +47.2% | +217.5% | +241.6% |
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