+49.1%
ADP vs GAP
+5.0%
+44.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | +3.2% | -3.8% | +7.0% | +3.6% |
| 30D | +14.9% | -9.0% | +23.9% | +15.9% |
| 3M | +11.6% | +5.5% | +6.2% | +10.7% |
| 6M | +48.5% | -11.1% | +59.5% | +49.3% |
| YTD | +20.6% | -13.6% | +34.1% | +21.1% |
| 1Y | +23.7% | -2.9% | +26.5% | +22.6% |
| 3Y | +47.8% | +69.6% | -21.8% | +29.8% |
| All | +49.1% | +5.0% | +44.1% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling