+11,853.5%
ADP vs GSK
+1,765.6%
+10,088.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | +1.1% | +4.9% | -3.8% | -0.4% |
| 30D | +11.5% | +10.8% | +0.7% | +8.1% |
| 3M | +12.0% | -1.8% | +13.8% | +12.5% |
| 6M | +43.8% | +4.1% | +39.7% | +41.6% |
| YTD | +20.1% | +7.9% | +12.2% | +16.0% |
| 1Y | +22.3% | +14.4% | +7.9% | +16.0% |
| 3Y | +43.3% | +68.1% | -24.8% | +18.2% |
| 5Y | +47.3% | +47.7% | -0.3% | +25.1% |
| 10Y | +313.7% | +100.5% | +213.2% | +219.1% |
| All | +11,853.5% | +1,765.6% | +10,088.0% | +5,119.7% |
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