+145.1%
XRT vs GSK
+102.9%
+42.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +4.1% | +5.2% | -1.1% | +2.6% |
| 30D | +9.9% | +10.2% | -0.2% | +6.9% |
| 3M | +2.3% | -0.9% | +3.2% | +2.4% |
| 6M | +9.6% | +3.5% | +6.1% | +8.2% |
| YTD | +9.1% | +7.2% | +1.9% | +6.2% |
| 1Y | +16.2% | +12.0% | +4.2% | +11.6% |
| 3Y | +60.1% | +67.3% | -7.3% | +30.9% |
| 5Y | -0.5% | +45.3% | -45.7% | -15.8% |
| 10Y | +145.1% | +101.8% | +43.4% | +81.7% |
| All | +145.1% | +102.9% | +42.2% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling