+77.6%
XOP vs GSK
+151.6%
-74.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +6.3% | +1.1% | +5.2% | +5.7% |
| 30D | -6.6% | +6.3% | -12.9% | -9.8% |
| 3M | +3.6% | +1.8% | +1.7% | +1.7% |
| 6M | +10.8% | +1.7% | +9.1% | +7.9% |
| YTD | +48.3% | +6.5% | +41.7% | +38.3% |
| 1Y | +42.9% | +9.5% | +33.4% | +31.2% |
| 3Y | +43.3% | +65.3% | -22.0% | -2.3% |
| 5Y | +94.0% | +43.7% | +50.2% | +39.2% |
| 10Y | +53.7% | +104.1% | -50.4% | -17.5% |
| All | +77.6% | +151.6% | -74.1% | -30.0% |
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