+10,816.5%
ADP vs GSK
+1,705.8%
+9,110.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.5% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | +2.8% | -2.2% | +5.0% | +3.4% |
| 3M | +20.9% | -1.8% | +22.7% | +21.4% |
| 6M | +29.9% | -10.6% | +40.5% | +33.4% |
| YTD | +9.6% | +4.4% | +5.2% | +7.0% |
| 1Y | -5.3% | +30.4% | -35.7% | -14.0% |
| 3Y | +16.5% | +60.1% | -43.6% | -2.6% |
| 5Y | +49.4% | +46.8% | +2.6% | +27.0% |
| 10Y | +282.2% | +79.2% | +203.0% | +204.5% |
| All | +10,816.5% | +1,705.8% | +9,110.7% | +4,716.3% |
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 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