+5.7%
ADM vs GSK
+67.2%
-61.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.8% | +5.2% | -7.0% | -2.4% |
| 30D | -13.3% | +10.2% | -23.4% | -14.2% |
| 3M | -13.4% | -0.9% | -12.5% | -13.3% |
| 6M | -9.6% | +3.5% | -13.1% | -10.2% |
| YTD | +23.0% | +7.2% | +15.8% | +20.7% |
| 1Y | +27.4% | +12.0% | +15.4% | +24.0% |
| 3Y | +5.7% | +67.3% | -61.7% | -8.5% |
| All | +5.7% | +67.2% | -61.6% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling