+38.9%
GSK vs ADVB
-97.4%
+136.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.4% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | +10.8% | -61.4% | +72.2% | +10.3% |
| 3M | -1.8% | -67.8% | +66.0% | -2.3% |
| 6M | +4.1% | -66.9% | +71.0% | +3.6% |
| YTD | +7.9% | -64.9% | +72.8% | +7.0% |
| 1Y | +14.4% | -74.8% | +89.2% | +14.4% |
| All | +38.9% | -97.4% | +136.3% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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