+49.1%
ADP vs GEN
+32.5%
+16.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | +3.2% | +2.3% | +1.0% | +2.6% |
| 30D | +14.9% | +33.1% | -18.1% | +5.6% |
| 3M | +11.6% | +6.5% | +5.1% | +8.9% |
| 6M | +48.5% | +53.8% | -5.3% | +30.0% |
| YTD | +20.6% | +11.2% | +9.3% | +15.3% |
| 1Y | +23.7% | +19.4% | +4.3% | +16.0% |
| 3Y | +47.8% | +81.0% | -33.2% | +21.1% |
| All | +49.1% | +32.5% | +16.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling