+47.9%
ADP vs GPN
-46.4%
+94.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -5.7% | -3.5% | -2.2% | -4.8% |
| 30D | -1.4% | +3.1% | -4.5% | -2.3% |
| 3M | +16.6% | +42.3% | -25.7% | +5.7% |
| 6M | +24.9% | +20.9% | +4.1% | +18.0% |
| YTD | +5.6% | +15.2% | -9.6% | +0.6% |
| 1Y | -6.0% | +5.4% | -11.5% | -8.5% |
| 3Y | +14.5% | -27.4% | +41.8% | +19.8% |
| 5Y | +47.9% | -44.2% | +92.1% | +57.7% |
| All | +47.9% | -46.4% | +94.2% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling