+416.4%
CSX vs GSK
+102.0%
+314.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +8.7% | +7.8% | +0.8% | +6.0% |
| 3M | +4.2% | +0.3% | +3.9% | +3.8% |
| 6M | +16.7% | +3.4% | +13.2% | +14.7% |
| YTD | +44.5% | +5.9% | +38.6% | +40.5% |
| 1Y | +50.3% | +8.2% | +42.1% | +45.0% |
| 3Y | +76.3% | +65.3% | +11.0% | +40.6% |
| 5Y | +58.1% | +43.3% | +14.8% | +31.0% |
| 10Y | +416.4% | +102.9% | +313.5% | +268.4% |
| All | +416.4% | +102.0% | +314.4% | +268.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling