+414.9%
CSX vs GSK
+105.0%
+310.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +6.0% | +1.1% | +4.8% | +5.6% |
| 30D | +7.8% | +6.3% | +1.5% | +5.7% |
| 3M | +4.1% | +1.8% | +2.3% | +3.2% |
| 6M | +17.9% | +1.7% | +16.3% | +16.6% |
| YTD | +44.9% | +6.5% | +38.3% | +40.6% |
| 1Y | +51.1% | +9.5% | +41.7% | +45.2% |
| 3Y | +78.3% | +65.3% | +13.0% | +42.3% |
| 5Y | +58.1% | +43.7% | +14.4% | +30.9% |
| All | +414.9% | +105.0% | +310.0% | +266.1% |
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