+62.6%
ADM vs GSK
+46.9%
+15.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | -0.1% | -4.2% | +4.1% | +0.6% |
| 30D | +11.0% | -7.5% | +18.5% | +12.4% |
| 3M | +6.0% | -3.3% | +9.3% | +6.3% |
| 6M | +26.9% | -9.3% | +36.2% | +28.6% |
| YTD | +50.0% | +1.6% | +48.4% | +47.9% |
| 1Y | +39.6% | +25.5% | +14.1% | +31.0% |
| 3Y | +18.5% | +49.3% | -30.7% | +5.3% |
| 5Y | +62.6% | +46.7% | +15.9% | +48.0% |
| All | +62.6% | +46.9% | +15.7% | +48.0% |
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