+11,904.6%
ADP vs GPC
+2,071.6%
+9,833.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +3.2% | +1.6% | +1.7% | +2.5% |
| 30D | +14.9% | -2.1% | +17.0% | +15.8% |
| 3M | +11.6% | -6.8% | +18.4% | +14.7% |
| 6M | +48.5% | +18.6% | +29.9% | +36.4% |
| YTD | +20.6% | +2.7% | +17.9% | +15.9% |
| 1Y | +23.7% | +1.8% | +21.9% | +19.3% |
| 3Y | +47.8% | +1.1% | +46.7% | +37.6% |
| 5Y | +47.7% | +4.1% | +43.7% | +33.7% |
| 10Y | +324.0% | +88.2% | +235.7% | +178.0% |
| All | +11,904.6% | +2,071.6% | +9,833.0% | +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