+270.5%
ADP vs GSK
+76.8%
+193.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.6% |
| 7D | -5.5% | -4.2% | -1.3% | -4.1% |
| 30D | -1.2% | -7.5% | +6.3% | +1.4% |
| 3M | +17.9% | -3.3% | +21.1% | +19.0% |
| 6M | +20.3% | -9.3% | +29.7% | +23.5% |
| YTD | +5.8% | +1.6% | +4.2% | +3.5% |
| 1Y | -7.7% | +25.5% | -33.2% | -17.5% |
| 3Y | +14.7% | +49.3% | -34.5% | -7.6% |
| 5Y | +45.8% | +46.7% | -0.9% | +15.5% |
| 10Y | +270.5% | +76.8% | +193.7% | +176.1% |
| All | +270.5% | +76.8% | +193.7% | +176.1% |
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