+9,679.6%
UNP vs GSK
+1,754.3%
+7,925.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.9% | +5.2% | -6.1% | -2.3% |
| 30D | +8.0% | +10.2% | -2.2% | +5.1% |
| 3M | +3.3% | -0.9% | +4.2% | +3.4% |
| 6M | +14.7% | +3.5% | +11.2% | +13.1% |
| YTD | +31.9% | +7.2% | +24.7% | +28.5% |
| 1Y | +37.1% | +12.0% | +25.1% | +31.9% |
| 3Y | +51.9% | +67.3% | -15.5% | +28.2% |
| 5Y | +39.3% | +45.3% | -5.9% | +20.8% |
| 10Y | +284.1% | +101.8% | +182.3% | +201.2% |
| All | +9,679.6% | +1,754.3% | +7,925.2% | +4,923.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling