+281.1%
UNP vs GSK
+103.9%
+177.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | +7.7% | +9.4% | -1.7% | +4.6% |
| 3M | +4.0% | +1.6% | +2.5% | +3.3% |
| 6M | +15.7% | +1.3% | +14.4% | +14.6% |
| YTD | +33.5% | +6.0% | +27.5% | +29.8% |
| 1Y | +38.9% | +9.1% | +29.9% | +33.7% |
| 3Y | +53.7% | +65.4% | -11.7% | +24.3% |
| 5Y | +40.4% | +43.0% | -2.5% | +17.7% |
| All | +281.1% | +103.9% | +177.2% | +187.7% |
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