+10,816.5%
ADP vs GEN
+8,838.9%
+1,977.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | -3.4% | -1.2% | -2.2% | -3.3% |
| 30D | +2.8% | +10.1% | -7.4% | +1.4% |
| 3M | +20.9% | +16.1% | +4.8% | +18.4% |
| 6M | +29.9% | +38.9% | -9.0% | +23.8% |
| YTD | +9.6% | +14.4% | -4.8% | +7.3% |
| 1Y | -5.3% | +5.9% | -11.1% | -6.3% |
| 3Y | +16.5% | +58.8% | -42.3% | +8.2% |
| 5Y | +49.4% | +24.7% | +24.7% | +42.1% |
| 10Y | +282.2% | +163.1% | +119.1% | +220.7% |
| All | +10,816.5% | +8,838.9% | +1,977.7% | +5,104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling