+33.5%
ADP vs GFS
-3.9%
+37.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -5.5% | +2.6% | -8.1% | -5.7% |
| 30D | -1.2% | -16.4% | +15.2% | +0.2% |
| 3M | +17.9% | -41.6% | +59.5% | +23.1% |
| 6M | +20.3% | -3.7% | +24.0% | +16.2% |
| YTD | +5.8% | +29.3% | -23.5% | -3.0% |
| 1Y | -7.7% | +37.1% | -44.8% | -16.6% |
| 3Y | +14.7% | -22.1% | +36.9% | +10.7% |
| All | +33.5% | -3.9% | +37.5% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling