+125.7%
ASX vs GSK
+14.2%
+111.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +9.2% |
| 7D | -12.3% | +4.9% | -17.2% | -11.1% |
| 30D | -26.0% | +10.8% | -36.8% | -24.2% |
| 3M | -8.1% | -1.8% | -6.3% | -6.6% |
| 6M | +1.4% | +4.1% | -2.7% | +2.3% |
| YTD | +115.6% | +7.9% | +107.7% | +117.1% |
| All | +125.7% | +14.2% | +111.5% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling