+319.9%
ADP vs GRMN
+628.7%
-308.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +10.6% | +1.2% | +9.4% | +9.9% |
| 3M | +12.9% | -8.9% | +21.8% | +16.5% |
| 6M | +50.6% | +23.0% | +27.6% | +37.5% |
| YTD | +23.2% | +41.2% | -18.0% | +5.4% |
| 1Y | +25.3% | +47.5% | -22.2% | +5.2% |
| 3Y | +47.1% | +155.8% | -108.6% | -10.5% |
| 5Y | +50.1% | +120.2% | -70.1% | -3.1% |
| All | +319.9% | +628.7% | -308.8% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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