+1,395.4%
ASML vs GSK
+103.4%
+1,292.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | +1.7% | -10.7% | -9.6% |
| 30D | -21.0% | +7.0% | -28.0% | -23.2% |
| 3M | -16.3% | -2.7% | -13.6% | -16.1% |
| 6M | -7.5% | +1.4% | -8.9% | -9.5% |
| YTD | +34.0% | +5.3% | +28.6% | +28.7% |
| 1Y | +39.3% | +10.6% | +28.6% | +31.0% |
| 3Y | +128.9% | +62.6% | +66.3% | +73.6% |
| 5Y | +76.1% | +41.7% | +34.4% | +40.5% |
| All | +1,395.4% | +103.4% | +1,292.0% | +913.5% |
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