+10,816.5%
ADP vs GFI
+688.7%
+10,127.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | -3.4% | +3.1% | -6.6% | -3.5% |
| 30D | +2.8% | +27.1% | -24.3% | +2.4% |
| 3M | +20.9% | +21.2% | -0.2% | +20.5% |
| 6M | +29.9% | -4.5% | +34.4% | +29.8% |
| YTD | +9.6% | +11.7% | -2.1% | +9.1% |
| 1Y | -5.3% | +46.0% | -51.3% | -6.3% |
| 3Y | +16.5% | +309.6% | -293.1% | +12.4% |
| 5Y | +49.4% | +506.0% | -456.6% | +42.5% |
| 10Y | +282.2% | +1,009.2% | -727.0% | +258.2% |
| All | +10,816.5% | +688.7% | +10,127.7% | +10,419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling