-4.4%
ADP vs GPC
+2.9%
-7.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | +2.8% | +6.0% | -3.2% | +2.0% |
| 3M | +20.9% | +42.6% | -21.7% | +18.1% |
| 6M | +29.9% | +22.8% | +7.1% | +28.4% |
| YTD | +9.6% | +15.5% | -5.8% | +4.1% |
| All | -4.4% | +2.9% | -7.3% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling