-8.3%
ADP vs GSK
+24.6%
-32.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -5.7% | -3.6% | -2.1% | -5.8% |
| 30D | -3.1% | -5.9% | +2.8% | -3.4% |
| 3M | +15.6% | -4.3% | +19.9% | +15.5% |
| 6M | +20.8% | -10.8% | +31.6% | +19.9% |
| YTD | +4.7% | +1.8% | +3.0% | +4.0% |
| 1Y | -8.3% | +23.5% | -31.8% | -9.2% |
| All | -8.3% | +24.6% | -32.9% | -9.2% |
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