+25.8%
ADP vs GGLL
+328.7%
-302.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | -3.4% | -4.8% | +1.3% | -3.1% |
| 30D | +2.8% | -13.7% | +16.5% | +3.9% |
| 3M | +20.9% | -21.9% | +42.8% | +22.6% |
| 6M | +29.9% | +11.7% | +18.2% | +26.7% |
| YTD | +9.6% | +2.3% | +7.4% | +7.8% |
| 1Y | -5.3% | +76.2% | -81.4% | -12.7% |
| 3Y | +16.5% | +245.0% | -228.5% | -8.4% |
| All | +25.8% | +328.7% | -302.9% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling