+47.1%
CSX vs GSK
+14.9%
+32.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +1.4% |
| 7D | +0.1% | +4.9% | -4.8% | -1.0% |
| 30D | +9.7% | +9.9% | -0.1% | +7.5% |
| 3M | +2.3% | +0.2% | +2.1% | +2.1% |
| 6M | +17.1% | +2.3% | +14.7% | +15.9% |
| YTD | +44.9% | +7.1% | +37.8% | +40.5% |
| 1Y | +47.1% | +13.1% | +34.0% | +40.3% |
| All | +47.1% | +14.9% | +32.2% | +40.3% |
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 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