+279.5%
UNP vs GSK
+80.0%
+199.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.2% | -5.4% | +4.2% | +0.6% |
| 30D | -2.0% | -4.6% | +2.6% | -0.5% |
| 3M | +7.5% | -5.1% | +12.6% | +9.1% |
| 6M | +15.3% | -11.4% | +26.8% | +19.5% |
| YTD | +25.4% | +0.7% | +24.7% | +24.2% |
| 1Y | +35.6% | +23.0% | +12.6% | +24.9% |
| 3Y | +44.1% | +48.0% | -3.8% | +21.5% |
| 5Y | +54.0% | +48.2% | +5.8% | +25.9% |
| All | +279.5% | +80.0% | +199.4% | +193.3% |
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