+87.8%
NUE vs GSK
+14.9%
+72.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -3.0% |
| 7D | -1.4% | +4.9% | -6.4% | -2.3% |
| 30D | +6.6% | +9.9% | -3.3% | +4.2% |
| 3M | -2.0% | +0.2% | -2.2% | -1.9% |
| 6M | +19.2% | +2.3% | +16.9% | +18.7% |
| YTD | +65.6% | +7.1% | +58.5% | +61.6% |
| 1Y | +87.8% | +13.1% | +74.7% | +80.0% |
| All | +87.8% | +14.9% | +72.9% | +80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling