+97,349.8%
ASML vs GSK
+775.1%
+96,574.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.2% |
| 7D | +1.1% | -1.8% | +2.9% | +2.0% |
| 30D | +2.2% | -2.2% | +4.4% | +3.0% |
| 3M | -2.3% | -1.8% | -0.5% | -2.5% |
| 6M | +23.0% | -10.6% | +33.6% | +29.0% |
| YTD | +61.1% | +4.4% | +56.6% | +54.4% |
| 1Y | +129.1% | +30.4% | +98.7% | +93.2% |
| 3Y | +165.4% | +60.1% | +105.3% | +90.8% |
| 5Y | +109.5% | +46.8% | +62.7% | +54.7% |
| 10Y | +1,645.7% | +79.2% | +1,566.5% | +1,026.7% |
| All | +97,349.8% | +775.1% | +96,574.7% | +32,935.1% |
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 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