+313.7%
ADP vs GAP
+20.3%
+293.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.9% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +11.5% | -4.3% | +15.8% | +12.0% |
| 3M | +12.0% | +9.4% | +2.6% | +10.2% |
| 6M | +43.8% | -3.3% | +47.1% | +43.2% |
| YTD | +20.1% | -10.5% | +30.6% | +20.2% |
| 1Y | +22.3% | -2.4% | +24.7% | +20.7% |
| 3Y | +43.3% | +80.1% | -36.8% | +21.2% |
| 5Y | +47.3% | +6.5% | +40.9% | +29.8% |
| 10Y | +313.7% | +14.6% | +299.1% | +201.4% |
| All | +313.7% | +20.3% | +293.4% | +201.4% |
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