+49.1%
ADP vs GRMN
+122.2%
-73.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +3.2% | +4.7% | -1.5% | +2.0% |
| 30D | +14.9% | +3.4% | +11.5% | +13.8% |
| 3M | +11.6% | -5.0% | +16.7% | +12.8% |
| 6M | +48.5% | +18.6% | +29.9% | +41.1% |
| YTD | +20.6% | +42.5% | -21.9% | +8.4% |
| 1Y | +23.7% | +42.3% | -18.6% | +11.2% |
| 3Y | +47.8% | +158.5% | -110.7% | +4.3% |
| All | +49.1% | +122.2% | -73.1% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling