+38.0%
GSK vs ADVB
-97.4%
+135.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.6% |
| 7D | +5.2% | -4.1% | +9.3% | +5.2% |
| 30D | +10.2% | -60.3% | +70.4% | +9.6% |
| 3M | -0.9% | -73.3% | +72.4% | -1.5% |
| 6M | +3.5% | -65.9% | +69.4% | +3.0% |
| YTD | +7.2% | -63.9% | +71.1% | +6.4% |
| 1Y | +12.0% | -74.1% | +86.1% | +12.0% |
| All | +38.0% | -97.4% | +135.4% | +50.5% |
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