-5.3%
ADP vs GFS
+37.2%
-42.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -1.9% |
| 7D | -3.4% | +1.0% | -4.4% | -3.3% |
| 30D | +2.8% | -8.6% | +11.4% | +1.9% |
| 3M | +20.9% | -46.5% | +67.5% | +15.4% |
| 6M | +29.9% | -4.8% | +34.7% | +24.5% |
| YTD | +9.6% | +29.7% | -20.0% | +3.8% |
| 1Y | -5.3% | +35.8% | -41.1% | -11.4% |
| All | -5.3% | +37.2% | -42.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling