+14.1%
XRT vs GSK
+8.8%
+5.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +7.5% | +5.4% | +2.1% | +6.0% |
| 3M | +2.2% | +0.9% | +1.3% | +1.9% |
| 6M | +14.7% | +0.7% | +13.9% | +14.2% |
| YTD | +7.5% | +5.6% | +1.9% | +4.7% |
| 1Y | +14.1% | +8.5% | +5.6% | +9.8% |
| All | +14.1% | +8.8% | +5.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling