-1.7%
ADP vs GLXY
-38.3%
+36.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +11.5% | -28.6% | +40.1% | +10.7% |
| 3M | +12.0% | -28.1% | +40.1% | +11.5% |
| 6M | +43.8% | -52.0% | +95.8% | +43.0% |
| YTD | +20.1% | -35.1% | +55.2% | +18.6% |
| 1Y | +22.3% | -54.0% | +76.3% | +21.8% |
| All | -1.7% | -38.3% | +36.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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