+20.5%
ADP vs GSK
+14.9%
+5.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +2.1% |
| 7D | +6.4% | +4.9% | +1.4% | +5.9% |
| 30D | +16.6% | +9.9% | +6.7% | +16.2% |
| 3M | +12.9% | +0.2% | +12.7% | +12.4% |
| 6M | +45.7% | +2.3% | +43.3% | +45.8% |
| YTD | +20.6% | +7.1% | +13.6% | +17.3% |
| 1Y | +20.5% | +13.1% | +7.4% | +15.8% |
| All | +20.5% | +14.9% | +5.6% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling