+12,085.4%
ADP vs GIS
+1,334.3%
+10,751.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | +0.3% | -8.1% | +8.3% | +3.2% |
| 30D | +11.6% | +5.3% | +6.3% | +9.5% |
| 3M | +15.1% | -10.5% | +25.6% | +19.3% |
| 6M | +46.0% | +1.8% | +44.2% | +44.6% |
| YTD | +22.4% | -22.9% | +45.3% | +32.6% |
| 1Y | +24.5% | -22.9% | +47.4% | +34.8% |
| 3Y | +44.8% | -40.5% | +85.3% | +69.8% |
| 5Y | +49.1% | -34.9% | +84.0% | +66.7% |
| 10Y | +320.9% | -19.0% | +339.9% | +321.4% |
| All | +12,085.4% | +1,334.3% | +10,751.2% | +4,240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling