+32.2%
ADP vs GFS
-2.1%
+34.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -5.7% | +4.5% | -10.2% | -6.0% |
| 30D | -3.1% | -8.2% | +5.1% | -2.5% |
| 3M | +15.6% | -38.9% | +54.5% | +20.2% |
| 6M | +20.8% | -2.9% | +23.7% | +16.7% |
| YTD | +4.7% | +31.8% | -27.0% | -4.2% |
| 1Y | -8.3% | +43.1% | -51.4% | -17.6% |
| 3Y | +13.6% | -20.6% | +34.2% | +9.4% |
| All | +32.2% | -2.1% | +34.3% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling