+176.6%
ADM vs GSK
+80.2%
+96.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +1.4% | -3.6% | +5.0% | +2.4% |
| 30D | +8.2% | -5.9% | +14.1% | +10.1% |
| 3M | +8.7% | -4.3% | +13.0% | +9.7% |
| 6M | +29.1% | -10.8% | +39.9% | +32.6% |
| YTD | +53.7% | +1.8% | +51.9% | +50.6% |
| 1Y | +43.2% | +23.5% | +19.8% | +30.9% |
| 3Y | +21.4% | +49.5% | -28.1% | +1.3% |
| 5Y | +67.1% | +49.7% | +17.4% | +36.5% |
| 10Y | +176.6% | +81.9% | +94.7% | +109.7% |
| All | +176.6% | +80.2% | +96.4% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling