+575.6%
NUE vs GSK
+80.1%
+495.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -0.6% | -3.5% | +2.9% | +0.7% |
| 30D | -4.6% | -3.4% | -1.1% | -3.5% |
| 3M | -0.3% | -8.1% | +7.8% | +2.5% |
| 6M | +51.9% | -11.1% | +63.0% | +57.8% |
| YTD | +60.0% | +0.7% | +59.2% | +58.1% |
| 1Y | +82.9% | +20.1% | +62.7% | +68.1% |
| 3Y | +66.0% | +46.1% | +19.9% | +35.5% |
| 5Y | +149.0% | +48.2% | +100.7% | +95.7% |
| All | +575.6% | +80.1% | +495.6% | +382.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling