+145.1%
NUE vs GSK
+47.2%
+97.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.7% | -5.4% | +2.7% | -1.5% |
| 30D | -6.1% | -4.6% | -1.5% | -5.2% |
| 3M | +2.2% | -5.1% | +7.3% | +3.3% |
| 6M | +50.8% | -11.4% | +62.2% | +54.4% |
| YTD | +57.5% | +0.7% | +56.8% | +56.8% |
| 1Y | +82.5% | +23.0% | +59.4% | +73.5% |
| 3Y | +61.7% | +48.0% | +13.7% | +42.6% |
| 5Y | +145.1% | +48.2% | +96.9% | +110.6% |
| All | +145.1% | +47.2% | +97.9% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling