+23.7%
ADP vs GSK
+13.5%
+10.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +3.2% | +5.2% | -2.0% | +2.7% |
| 30D | +12.8% | +10.2% | +2.6% | +12.3% |
| 3M | +12.3% | -0.9% | +13.2% | +11.8% |
| 6M | +45.4% | +3.5% | +41.9% | +45.7% |
| YTD | +21.4% | +7.2% | +14.2% | +17.5% |
| 1Y | +23.7% | +12.0% | +11.7% | +18.3% |
| All | +23.7% | +13.5% | +10.2% | +18.3% |
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