+47.8%
ADP vs GGLL
+154.9%
-107.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | +3.2% | +3.1% | +0.1% | +3.2% |
| 30D | +14.9% | -36.3% | +51.2% | +15.9% |
| 3M | +11.6% | -40.4% | +52.0% | +12.8% |
| 6M | +48.5% | -54.6% | +103.1% | +50.5% |
| YTD | +20.6% | -31.1% | +51.7% | +20.7% |
| 1Y | +23.7% | -19.2% | +42.9% | +23.1% |
| 3Y | +47.8% | +151.5% | -103.7% | +39.0% |
| All | +47.8% | +154.9% | -107.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling