+276.5%
ADP vs GFI
+1,066.8%
-790.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -3.4% | -4.9% | +1.5% | -3.3% |
| 30D | -0.4% | +10.7% | -11.1% | -0.5% |
| 3M | +19.7% | +25.6% | -5.9% | +19.5% |
| 6M | +27.9% | -8.3% | +36.2% | +28.1% |
| YTD | +5.9% | +6.3% | -0.4% | +5.6% |
| 1Y | -7.5% | +22.1% | -29.6% | -8.1% |
| 3Y | +15.4% | +289.2% | -273.8% | +11.4% |
| 5Y | +48.4% | +531.7% | -483.3% | +42.0% |
| All | +276.5% | +1,066.8% | -790.3% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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