-10.2%
ADP vs GLXY
+12.0%
-22.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -2.1% |
| 7D | -3.4% | +13.4% | -16.9% | -3.1% |
| 30D | +2.8% | +38.1% | -35.3% | +3.6% |
| 3M | +20.9% | -7.3% | +28.3% | +21.7% |
| 6M | +29.9% | +8.2% | +21.7% | +30.0% |
| YTD | +9.6% | +17.8% | -8.1% | +9.6% |
| 1Y | -5.3% | +14.9% | -20.2% | -6.0% |
| All | -10.2% | +12.0% | -22.3% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling