+37.8%
ADP vs GGLL
+195.8%
-158.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | +1.1% | +6.3% | -5.3% | +0.6% |
| 30D | +11.5% | -35.1% | +46.6% | +14.6% |
| 3M | +12.0% | -37.7% | +49.7% | +15.4% |
| 6M | +43.8% | -54.1% | +97.9% | +50.8% |
| YTD | +20.1% | -29.4% | +49.5% | +20.6% |
| 1Y | +22.3% | -13.4% | +35.7% | +20.0% |
| 3Y | +43.3% | +158.3% | -115.0% | +13.0% |
| All | +37.8% | +195.8% | -158.1% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling