+278.9%
ADP vs GNRC
+448.8%
-169.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | +0.2% | -15.7% | +16.0% | +3.0% |
| 3M | +20.5% | -27.3% | +47.8% | +25.8% |
| 6M | +28.8% | -12.1% | +40.8% | +28.4% |
| YTD | +6.6% | +37.1% | -30.5% | -3.7% |
| 1Y | -6.9% | -0.5% | -6.4% | -10.8% |
| 3Y | +16.1% | +61.5% | -45.4% | -3.3% |
| 5Y | +49.3% | -58.6% | +107.9% | +63.7% |
| All | +278.9% | +448.8% | -169.9% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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