+430.6%
KLAC vs GSK
+47.2%
+383.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | +2.5% | -5.4% | +7.9% | +3.3% |
| 30D | -11.5% | -4.6% | -6.9% | -11.0% |
| 3M | -16.9% | -5.1% | -11.8% | -16.6% |
| 6M | +22.2% | -11.4% | +33.7% | +24.5% |
| YTD | +46.4% | +0.7% | +45.6% | +45.1% |
| 1Y | +91.0% | +23.0% | +68.0% | +80.8% |
| 3Y | +264.6% | +48.0% | +216.6% | +225.9% |
| 5Y | +430.6% | +48.2% | +382.4% | +349.0% |
| All | +430.6% | +47.2% | +383.3% | +349.0% |
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