+10,816.5%
ADP vs GAP
+2,258.2%
+8,558.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.4% | -4.5% | +1.0% | -2.7% |
| 30D | +2.8% | +9.0% | -6.3% | +1.1% |
| 3M | +20.9% | +5.0% | +15.9% | +19.5% |
| 6M | +29.9% | -17.8% | +47.7% | +32.5% |
| YTD | +9.6% | -10.4% | +20.0% | +10.0% |
| 1Y | -5.3% | -3.4% | -1.9% | -6.5% |
| 3Y | +16.5% | +111.5% | -95.0% | -6.6% |
| 5Y | +49.4% | +8.8% | +40.6% | +28.8% |
| 10Y | +282.2% | +32.9% | +249.3% | +179.6% |
| All | +10,816.5% | +2,258.2% | +8,558.3% | +3,298.8% |
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