+11,987.3%
ADP vs GPC
+2,105.4%
+9,881.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.4% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +12.8% | -1.8% | +14.6% | +13.4% |
| 3M | +12.3% | -6.6% | +18.9% | +15.3% |
| 6M | +45.4% | +21.3% | +24.1% | +32.2% |
| YTD | +21.4% | +4.3% | +17.1% | +15.9% |
| 1Y | +23.7% | +3.3% | +20.5% | +18.6% |
| 3Y | +43.6% | +0.8% | +42.9% | +33.9% |
| 5Y | +48.7% | +7.4% | +41.3% | +32.7% |
| 10Y | +316.1% | +79.2% | +236.8% | +179.1% |
| All | +11,987.3% | +2,105.4% | +9,881.9% | +2,770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling