+326.9%
NSC vs GSK
+76.8%
+250.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | -1.5% | -4.2% | +2.7% | -0.1% |
| 30D | -1.9% | -7.5% | +5.6% | +0.6% |
| 3M | +6.2% | -3.3% | +9.5% | +7.1% |
| 6M | +9.2% | -9.3% | +18.5% | +12.3% |
| YTD | +15.0% | +1.6% | +13.4% | +13.4% |
| 1Y | +21.1% | +25.5% | -4.4% | +10.2% |
| 3Y | +78.6% | +49.3% | +29.3% | +48.6% |
| 5Y | +45.9% | +46.7% | -0.8% | +18.5% |
| 10Y | +326.9% | +76.8% | +250.0% | +224.9% |
| All | +326.9% | +76.8% | +250.1% | +224.9% |
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