+11,853.5%
ADP vs GAP
+2,254.5%
+9,599.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +11.5% | -4.3% | +15.8% | +12.2% |
| 3M | +12.0% | +9.4% | +2.6% | +9.8% |
| 6M | +43.8% | -3.3% | +47.1% | +43.1% |
| YTD | +20.1% | -10.5% | +30.6% | +20.2% |
| 1Y | +22.3% | -2.4% | +24.7% | +20.4% |
| 3Y | +43.3% | +80.1% | -36.8% | +18.6% |
| 5Y | +47.3% | +6.5% | +40.9% | +27.6% |
| 10Y | +313.7% | +14.6% | +299.1% | +211.4% |
| All | +11,853.5% | +2,254.5% | +9,599.0% | +3,611.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling