+316.1%
ADP vs GME
+483.4%
-167.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +3.2% | +4.8% | -1.6% | +3.1% |
| 30D | +12.8% | -4.3% | +17.0% | +12.8% |
| 3M | +12.3% | +35.3% | -23.0% | +11.5% |
| 6M | +45.4% | +4.7% | +40.7% | +45.1% |
| YTD | +21.4% | +26.6% | -5.2% | +20.6% |
| 1Y | +23.7% | +18.3% | +5.4% | +23.1% |
| 3Y | +43.6% | +102.8% | -59.2% | +36.9% |
| 5Y | +48.7% | -48.9% | +97.6% | +44.2% |
| 10Y | +316.1% | +480.5% | -164.4% | +172.8% |
| All | +316.1% | +483.4% | -167.3% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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