+18.9%
ADP vs GIS
-32.5%
+51.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | -3.4% | -7.8% | +4.4% | -1.2% |
| 30D | +2.8% | +6.6% | -3.8% | +0.9% |
| 3M | +20.9% | +21.0% | 0.0% | +15.2% |
| 6M | +29.9% | -9.1% | +38.9% | +31.8% |
| YTD | +9.6% | -13.6% | +23.3% | +12.1% |
| 1Y | -5.3% | -18.0% | +12.8% | -1.9% |
| All | +18.9% | -32.5% | +51.3% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling