+5,463.3%
NSC vs GSK
+1,721.8%
+3,741.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -6.2% | +1.7% | -7.9% | -6.8% |
| 30D | +2.6% | +7.0% | -4.5% | +0.3% |
| 3M | -5.8% | -2.7% | -3.2% | -5.3% |
| 6M | +2.1% | +1.4% | +0.7% | +1.1% |
| YTD | +12.7% | +5.3% | +7.3% | +9.8% |
| 1Y | +15.9% | +10.6% | +5.2% | +11.1% |
| 3Y | +74.0% | +62.6% | +11.5% | +44.2% |
| 5Y | +25.2% | +41.7% | -16.5% | +6.7% |
| 10Y | +326.2% | +104.7% | +221.5% | +218.9% |
| All | +5,463.3% | +1,721.8% | +3,741.6% | +2,378.6% |
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 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