+1,644.6%
ASML vs GSK
+80.0%
+1,564.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.9% |
| 7D | +1.1% | -1.8% | +2.9% | +1.8% |
| 30D | +2.2% | -2.2% | +4.4% | +2.8% |
| 3M | -2.3% | -1.8% | -0.5% | -2.4% |
| 6M | +23.0% | -10.6% | +33.6% | +27.6% |
| YTD | +61.1% | +4.4% | +56.6% | +56.2% |
| 1Y | +129.1% | +30.4% | +98.7% | +101.1% |
| 3Y | +165.4% | +60.1% | +105.3% | +102.7% |
| 5Y | +109.5% | +46.8% | +62.7% | +63.7% |
| All | +1,644.6% | +80.0% | +1,564.6% | +1,151.1% |
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