+317.2%
ADP vs GAP
+2.4%
+314.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +0.3% | -5.2% | +5.4% | +1.0% |
| 30D | +11.6% | -6.9% | +18.5% | +12.6% |
| 3M | +15.1% | +5.7% | +9.3% | +13.7% |
| 6M | +46.0% | +0.9% | +45.1% | +44.6% |
| YTD | +22.4% | -14.5% | +36.9% | +23.3% |
| 1Y | +24.5% | -12.1% | +36.6% | +24.7% |
| 3Y | +44.8% | +72.2% | -27.4% | +23.2% |
| 5Y | +49.1% | +4.5% | +44.5% | +31.6% |
| All | +317.2% | +2.4% | +314.8% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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