+1,583.8%
ADM vs GSK
+1,731.5%
-147.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.7% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | -11.8% | +7.8% | -19.7% | -13.9% |
| 3M | -11.3% | +0.3% | -11.6% | -11.6% |
| 6M | -10.0% | +3.4% | -13.5% | -11.6% |
| YTD | +25.9% | +5.9% | +20.0% | +22.0% |
| 1Y | +26.7% | +8.2% | +18.4% | +21.9% |
| 3Y | +8.1% | +65.3% | -57.1% | -10.6% |
| 5Y | +23.5% | +43.3% | -19.8% | +5.4% |
| 10Y | +128.2% | +102.9% | +25.3% | +72.4% |
| All | +1,583.8% | +1,731.5% | -147.7% | +532.6% |
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