+275.2%
ADP vs GIS
-19.3%
+294.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.8% |
| 7D | -5.7% | -8.4% | +2.7% | -3.1% |
| 30D | -1.4% | -5.2% | +3.8% | +0.2% |
| 3M | +16.6% | +8.2% | +8.4% | +13.7% |
| 6M | +24.9% | -12.0% | +37.0% | +29.5% |
| YTD | +5.6% | -18.9% | +24.5% | +11.6% |
| 1Y | -6.0% | -23.6% | +17.6% | +1.2% |
| 3Y | +14.5% | -37.6% | +52.1% | +29.7% |
| 5Y | +47.9% | -25.2% | +73.1% | +55.1% |
| All | +275.2% | -19.3% | +294.5% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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