+551.0%
XRT vs GSK
+154.8%
+396.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.6% |
| 7D | +2.5% | +4.9% | -2.4% | +0.5% |
| 30D | +10.3% | +10.8% | -0.5% | +5.6% |
| 3M | +2.4% | -1.8% | +4.2% | +3.0% |
| 6M | +10.0% | +4.1% | +5.9% | +7.5% |
| YTD | +9.5% | +7.9% | +1.7% | +4.8% |
| 1Y | +17.2% | +14.4% | +2.7% | +9.2% |
| 3Y | +62.0% | +68.1% | -6.1% | +21.8% |
| 5Y | -2.1% | +47.7% | -49.8% | -23.6% |
| 10Y | +152.6% | +100.5% | +52.1% | +61.7% |
| All | +551.0% | +154.8% | +396.3% | +221.9% |
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