+106.0%
ADM vs GSK
+102.9%
+3.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.8% | +5.2% | -7.0% | -3.3% |
| 30D | -13.3% | +10.2% | -23.4% | -15.7% |
| 3M | -13.4% | -0.9% | -12.5% | -13.3% |
| 6M | -9.6% | +3.5% | -13.1% | -11.1% |
| YTD | +23.0% | +7.2% | +15.8% | +18.5% |
| 1Y | +27.4% | +12.0% | +15.4% | +20.9% |
| 3Y | +5.7% | +67.3% | -61.7% | -15.4% |
| 5Y | +22.1% | +45.3% | -23.2% | +1.8% |
| 10Y | +106.0% | +101.8% | +4.2% | +46.2% |
| All | +106.0% | +102.9% | +3.0% | +46.2% |
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