+41.6%
ADP vs FGI
-70.4%
+111.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -2.1% |
| 7D | -3.4% | +0.5% | -4.0% | -3.4% |
| 30D | +2.8% | +65.4% | -62.6% | +1.9% |
| 3M | +20.9% | +23.5% | -2.6% | +20.0% |
| 6M | +29.9% | +60.5% | -30.7% | +28.2% |
| YTD | +9.6% | +30.0% | -20.4% | +8.4% |
| 1Y | -5.3% | +82.1% | -87.3% | -7.4% |
| 3Y | +16.5% | -4.4% | +20.9% | +14.7% |
| All | +41.6% | -70.4% | +111.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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