+409.0%
CSX vs GSK
+102.9%
+306.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +0.7% | +5.2% | -4.5% | -0.9% |
| 30D | +8.1% | +10.2% | -2.1% | +4.7% |
| 3M | +2.2% | -0.9% | +3.1% | +2.2% |
| 6M | +14.6% | +3.5% | +11.1% | +12.7% |
| YTD | +42.2% | +7.2% | +35.0% | +37.7% |
| 1Y | +47.3% | +12.0% | +35.3% | +40.5% |
| 3Y | +73.5% | +67.3% | +6.2% | +37.9% |
| 5Y | +54.1% | +45.3% | +8.9% | +27.1% |
| 10Y | +409.0% | +101.8% | +307.2% | +261.5% |
| All | +409.0% | +102.9% | +306.0% | +261.5% |
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