+103.5%
NU vs GSK
+47.2%
+56.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -4.2% | -5.4% | +1.2% | -3.5% |
| 30D | +10.0% | -4.6% | +14.6% | +10.7% |
| 3M | +29.3% | -5.1% | +34.4% | +30.0% |
| 6M | +0.9% | -11.4% | +12.4% | +2.3% |
| YTD | -10.3% | +0.7% | -11.0% | -10.0% |
| 1Y | -3.2% | +23.0% | -26.2% | -4.8% |
| All | +103.5% | +47.2% | +56.4% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling