+4,261.5%
XOM vs GSK
+1,705.8%
+2,555.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | +1.8% | -1.8% | +3.6% | +2.3% |
| 30D | +5.9% | -2.2% | +8.0% | +6.4% |
| 3M | +5.6% | -1.8% | +7.4% | +5.8% |
| 6M | +7.9% | -10.6% | +18.5% | +10.4% |
| YTD | +35.2% | +4.4% | +30.8% | +32.2% |
| 1Y | +46.0% | +30.4% | +15.6% | +33.6% |
| 3Y | +55.0% | +60.1% | -5.0% | +31.4% |
| 5Y | +246.3% | +46.8% | +199.5% | +196.8% |
| 10Y | +181.0% | +79.2% | +101.8% | +125.7% |
| All | +4,261.5% | +1,705.8% | +2,555.7% | +2,194.3% |
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