+55.7%
ADP vs FGI
-70.6%
+126.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | +3.2% | -7.0% | +10.2% | +3.3% |
| 30D | +14.9% | -4.2% | +19.1% | +14.9% |
| 3M | +11.6% | +55.6% | -44.0% | +10.6% |
| 6M | +48.5% | -3.2% | +51.6% | +47.5% |
| YTD | +20.6% | +29.1% | -8.6% | +19.2% |
| 1Y | +23.7% | +51.0% | -27.3% | +21.9% |
| 3Y | +47.8% | +1.5% | +46.3% | +45.0% |
| All | +55.7% | -70.6% | +126.2% | +57.1% |
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