+318.8%
ADP vs GIS
-17.4%
+336.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +0.9% | -4.6% | +5.5% | +2.4% |
| 30D | +11.9% | +6.6% | +5.3% | +9.6% |
| 3M | +13.7% | -8.1% | +21.8% | +16.5% |
| 6M | +46.8% | +4.9% | +41.8% | +44.3% |
| YTD | +21.8% | -21.4% | +43.1% | +29.8% |
| 1Y | +23.5% | -21.6% | +45.1% | +31.7% |
| 3Y | +44.1% | -39.3% | +83.4% | +64.6% |
| 5Y | +49.9% | -33.2% | +83.1% | +63.2% |
| 10Y | +318.8% | -17.3% | +336.1% | +316.0% |
| All | +318.8% | -17.4% | +336.1% | +316.0% |
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