+316.8%
ADP vs GD
+190.6%
+126.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +3.2% | -5.0% | +8.2% | +6.0% |
| 30D | +14.9% | +8.9% | +6.0% | +9.5% |
| 3M | +11.6% | -8.0% | +19.7% | +16.5% |
| 6M | +48.5% | +2.9% | +45.6% | +45.0% |
| YTD | +20.6% | +7.1% | +13.5% | +14.5% |
| 1Y | +23.7% | +5.9% | +17.8% | +18.0% |
| 3Y | +47.8% | +53.9% | -6.1% | +11.1% |
| 5Y | +47.7% | +95.4% | -47.7% | -5.4% |
| All | +316.8% | +190.6% | +126.3% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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