+37,071.2%
ADI vs GSK
+1,705.8%
+35,365.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.3% |
| 7D | +0.4% | -1.8% | +2.3% | +1.1% |
| 30D | -3.8% | -2.2% | -1.6% | -3.2% |
| 3M | -15.3% | -1.8% | -13.4% | -15.3% |
| 6M | +6.7% | -10.6% | +17.3% | +10.3% |
| YTD | +34.8% | +4.4% | +30.3% | +31.0% |
| 1Y | +49.0% | +30.4% | +18.6% | +32.2% |
| 3Y | +108.1% | +60.1% | +48.0% | +66.7% |
| 5Y | +142.4% | +46.8% | +95.6% | +97.7% |
| 10Y | +589.9% | +79.2% | +510.7% | +416.0% |
| All | +37,071.2% | +1,705.8% | +35,365.3% | +10,994.6% |
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