+3,245.6%
ASX vs GSK
+177.8%
+3,067.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +7.7% |
| 7D | -12.3% | +4.9% | -17.2% | -13.9% |
| 30D | -26.0% | +10.8% | -36.8% | -29.4% |
| 3M | -8.1% | -1.8% | -6.3% | -8.4% |
| 6M | +1.4% | +4.1% | -2.7% | -2.3% |
| YTD | +115.6% | +7.9% | +107.7% | +103.5% |
| 1Y | +128.0% | +14.4% | +113.6% | +109.7% |
| 3Y | +371.4% | +68.1% | +303.3% | +253.2% |
| 5Y | +469.4% | +47.7% | +421.7% | +342.4% |
| 10Y | +842.6% | +100.5% | +742.2% | +523.7% |
| All | +3,245.6% | +177.8% | +3,067.8% | +1,600.6% |
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