+23.5%
ADP vs GIS
-21.5%
+45.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +0.9% | -4.6% | +5.5% | +2.6% |
| 30D | +11.9% | +6.6% | +5.3% | +9.5% |
| 3M | +13.7% | -8.1% | +21.8% | +16.4% |
| 6M | +46.8% | +4.9% | +41.8% | +45.7% |
| YTD | +21.8% | -21.4% | +43.1% | +22.6% |
| 1Y | +23.5% | -21.6% | +45.1% | +24.4% |
| All | +23.5% | -21.5% | +45.1% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling