+319.9%
ADP vs GD
+165.7%
+154.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +0.7% |
| 30D | +10.6% | +8.6% | +2.0% | +5.4% |
| 3M | +12.9% | -7.1% | +20.0% | +17.2% |
| 6M | +50.6% | +7.5% | +43.2% | +43.6% |
| YTD | +23.2% | +9.9% | +13.3% | +15.2% |
| 1Y | +25.3% | +7.6% | +17.7% | +18.5% |
| 3Y | +47.1% | +56.2% | -9.1% | +9.5% |
| 5Y | +50.1% | +100.6% | -50.6% | -5.8% |
| All | +319.9% | +165.7% | +154.2% | +124.7% |
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