+490.1%
CSX vs GSK
+81.4%
+408.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | -3.4% | -1.8% | -1.6% | -2.8% |
| 30D | -3.1% | -2.2% | -0.9% | -2.5% |
| 3M | +7.2% | -1.8% | +9.0% | +7.5% |
| 6M | +16.2% | -10.6% | +26.8% | +20.1% |
| YTD | +37.5% | +4.4% | +33.1% | +34.5% |
| 1Y | +53.2% | +30.4% | +22.8% | +38.0% |
| 3Y | +68.2% | +60.1% | +8.2% | +35.6% |
| 5Y | +65.2% | +46.8% | +18.4% | +34.4% |
| All | +490.1% | +81.4% | +408.7% | +330.6% |
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