+24.9%
NSC vs GSK
+43.7%
-18.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -6.2% | +1.7% | -7.9% | -6.5% |
| 30D | +2.6% | +7.0% | -4.5% | +1.2% |
| 3M | -5.8% | -2.7% | -3.2% | -5.5% |
| 6M | +2.1% | +1.4% | +0.7% | +1.6% |
| YTD | +12.7% | +5.3% | +7.3% | +11.1% |
| 1Y | +15.9% | +10.6% | +5.2% | +13.2% |
| 3Y | +74.0% | +62.6% | +11.5% | +56.3% |
| All | +24.9% | +43.7% | -18.8% | +9.1% |
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 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