+10,816.5%
ADP vs GD
+20,186.5%
-9,370.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -3.4% | -5.3% | +1.8% | -1.7% |
| 30D | +2.8% | -6.4% | +9.2% | +5.0% |
| 3M | +20.9% | +5.7% | +15.2% | +18.5% |
| 6M | +29.9% | -0.9% | +30.8% | +29.9% |
| YTD | +9.6% | +8.2% | +1.5% | +6.3% |
| 1Y | -5.3% | +13.4% | -18.7% | -9.7% |
| 3Y | +16.5% | +68.5% | -52.0% | -3.6% |
| 5Y | +49.4% | +97.2% | -47.8% | +17.5% |
| 10Y | +282.2% | +190.2% | +92.0% | +165.3% |
| All | +10,816.5% | +20,186.5% | -9,370.0% | +3,937.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling