+281.8%
ADP vs GPC
+83.6%
+198.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -3.4% | +1.2% | -4.6% | -3.9% |
| 30D | +2.8% | +6.0% | -3.2% | +0.4% |
| 3M | +20.9% | +42.6% | -21.7% | +4.3% |
| 6M | +29.9% | +22.8% | +7.1% | +18.4% |
| YTD | +9.6% | +15.5% | -5.8% | +1.2% |
| 1Y | -5.3% | +2.0% | -7.3% | -7.9% |
| 3Y | +16.5% | -1.4% | +17.9% | +10.5% |
| 5Y | +49.4% | +30.6% | +18.8% | +21.6% |
| All | +281.8% | +83.6% | +198.1% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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