+128.9%
ASML vs GSK
+63.2%
+65.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | -9.0% | +1.7% | -10.7% | -9.1% |
| 30D | -21.0% | +7.0% | -28.0% | -21.5% |
| 3M | -16.3% | -2.7% | -13.6% | -16.0% |
| 6M | -7.5% | +1.4% | -8.9% | -8.1% |
| YTD | +34.0% | +5.3% | +28.6% | +33.1% |
| 1Y | +39.3% | +10.6% | +28.6% | +37.3% |
| 3Y | +128.9% | +62.6% | +66.3% | +118.2% |
| All | +128.9% | +63.2% | +65.6% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling