+278.9%
UNP vs GSK
+105.0%
+173.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +4.2% | +1.1% | +3.1% | +3.8% |
| 30D | +5.6% | +6.3% | -0.7% | +3.4% |
| 3M | +2.0% | +1.8% | +0.2% | +1.2% |
| 6M | +15.4% | +1.7% | +13.8% | +14.2% |
| YTD | +32.7% | +6.5% | +26.2% | +28.8% |
| 1Y | +39.4% | +9.5% | +29.9% | +34.0% |
| 3Y | +54.3% | +65.3% | -11.0% | +24.9% |
| 5Y | +39.6% | +43.7% | -4.1% | +16.9% |
| All | +278.9% | +105.0% | +173.9% | +185.5% |
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