+14.1%
XRT vs GSK
+3.6%
+10.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.8% |
| 7D | +2.5% | +4.9% | -2.4% | +0.9% |
| 30D | +10.3% | +10.8% | -0.5% | +7.4% |
| 3M | +2.4% | -1.8% | +4.2% | +2.2% |
| All | +14.1% | +3.6% | +10.5% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling