+11,912.1%
ADP vs GD
+20,595.6%
-8,683.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.4% |
| 7D | +6.4% | +3.0% | +3.4% | +5.3% |
| 30D | +16.6% | +10.5% | +6.1% | +12.7% |
| 3M | +12.9% | -5.0% | +17.8% | +14.7% |
| 6M | +45.7% | +5.5% | +40.2% | +42.6% |
| YTD | +20.6% | +10.3% | +10.3% | +16.1% |
| 1Y | +20.5% | +8.2% | +12.3% | +16.7% |
| 3Y | +48.7% | +59.0% | -10.3% | +25.7% |
| 5Y | +50.0% | +104.3% | -54.2% | +16.6% |
| 10Y | +324.2% | +202.4% | +121.8% | +190.6% |
| All | +11,912.1% | +20,595.6% | -8,683.5% | +4,309.7% |
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 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