+36.3%
GSK vs ADVB
-97.1%
+133.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.2% | -1.2% |
| 7D | -1.1% | +10.5% | -11.6% | -1.0% |
| 30D | +7.8% | -56.0% | +63.9% | +7.4% |
| 3M | +0.3% | -70.1% | +70.5% | -0.3% |
| 6M | +3.4% | -53.7% | +57.1% | +2.7% |
| YTD | +5.9% | -60.3% | +66.2% | +5.1% |
| 1Y | +8.2% | -73.1% | +81.4% | +8.5% |
| All | +36.3% | -97.1% | +133.4% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling