+5,678.5%
NI vs GSK
+1,742.6%
+3,936.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | +12.4% | +6.3% | +6.0% | +10.7% |
| 3M | +10.2% | +1.8% | +8.4% | +9.5% |
| 6M | -0.8% | +1.7% | -2.5% | -1.5% |
| YTD | +13.2% | +6.5% | +6.7% | +10.9% |
| 1Y | +10.1% | +9.5% | +0.6% | +7.0% |
| 3Y | +103.1% | +65.3% | +37.8% | +76.7% |
| 5Y | +115.5% | +43.7% | +71.8% | +92.1% |
| 10Y | +195.5% | +104.1% | +91.4% | +143.4% |
| All | +5,678.5% | +1,742.6% | +3,936.0% | +3,247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling