+67.7%
ASML vs GSK
+43.5%
+24.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -7.9% | -9.1% |
| 7D | -19.0% | +3.6% | -22.6% | -19.6% |
| 30D | -25.9% | +8.2% | -34.1% | -27.2% |
| 3M | -19.1% | -1.2% | -17.9% | -19.1% |
| 6M | -5.7% | +1.9% | -7.6% | -6.9% |
| YTD | +27.6% | +5.5% | +22.1% | +25.1% |
| 1Y | +30.8% | +11.8% | +19.0% | +26.3% |
| 3Y | +116.2% | +64.5% | +51.7% | +82.3% |
| 5Y | +67.7% | +41.9% | +25.8% | +38.1% |
| All | +67.7% | +43.5% | +24.1% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling