+278.9%
ADP vs GPN
+28.2%
+250.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.8% | -4.6% | +1.8% | -1.0% |
| 30D | +0.2% | -0.3% | +0.5% | +0.2% |
| 3M | +20.5% | +35.4% | -14.9% | +6.9% |
| 6M | +28.8% | +21.7% | +7.1% | +18.2% |
| YTD | +6.6% | +14.9% | -8.3% | -0.6% |
| 1Y | -6.9% | +3.2% | -10.1% | -9.8% |
| 3Y | +16.1% | -27.1% | +43.3% | +24.1% |
| 5Y | +49.3% | -44.4% | +93.7% | +72.7% |
| All | +278.9% | +28.2% | +250.7% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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