-0.3%
ADP vs GLXY
-32.0%
+31.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +13.2% | -12.9% | +0.8% |
| 7D | +0.9% | +14.3% | -13.4% | +1.5% |
| 30D | +11.9% | -19.6% | +31.5% | +11.6% |
| 3M | +13.7% | -20.7% | +34.4% | +13.6% |
| 6M | +46.8% | -49.6% | +96.4% | +46.7% |
| YTD | +21.8% | -28.6% | +50.3% | +20.8% |
| 1Y | +23.5% | -48.0% | +71.6% | +23.4% |
| All | -0.3% | -32.0% | +31.8% | -2.8% |
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