+47.4%
NSC vs GSK
+48.0%
-0.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | -5.5% | -1.8% | -3.7% | -5.2% |
| 30D | -3.2% | -2.2% | -1.0% | -2.8% |
| 3M | +7.7% | -1.8% | +9.5% | +7.9% |
| 6M | +4.5% | -10.6% | +15.1% | +6.5% |
| YTD | +15.6% | +4.4% | +11.1% | +14.2% |
| 1Y | +19.8% | +30.4% | -10.6% | +13.4% |
| 3Y | +70.1% | +60.1% | +10.0% | +53.6% |
| All | +47.4% | +48.0% | -0.6% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling