+5,605.4%
NSC vs GSK
+1,705.8%
+3,899.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -5.5% | -1.8% | -3.7% | -5.0% |
| 30D | -3.2% | -2.2% | -1.0% | -2.6% |
| 3M | +7.7% | -1.8% | +9.5% | +8.0% |
| 6M | +4.5% | -10.6% | +15.1% | +7.9% |
| YTD | +15.6% | +4.4% | +11.1% | +13.2% |
| 1Y | +19.8% | +30.4% | -10.6% | +8.7% |
| 3Y | +70.1% | +60.1% | +10.0% | +41.8% |
| 5Y | +46.1% | +46.8% | -0.7% | +23.2% |
| 10Y | +328.1% | +79.2% | +248.9% | +234.7% |
| All | +5,605.4% | +1,705.8% | +3,899.5% | +2,454.1% |
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 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