+513.3%
XRT vs GSK
+146.6%
+366.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.8% |
| 7D | +0.8% | -1.8% | +2.6% | +1.6% |
| 30D | -4.2% | -2.2% | -2.0% | -3.4% |
| 3M | +5.1% | -1.8% | +6.9% | +5.5% |
| 6M | +2.4% | -10.6% | +13.0% | +6.8% |
| YTD | +3.2% | +4.4% | -1.2% | +0.2% |
| 1Y | +1.5% | +30.4% | -28.9% | -11.2% |
| 3Y | +40.6% | +60.1% | -19.5% | +7.9% |
| 5Y | -1.0% | +46.8% | -47.8% | -22.8% |
| 10Y | +128.4% | +79.2% | +49.2% | +55.0% |
| All | +513.3% | +146.6% | +366.7% | +207.8% |
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 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