+871.3%
ADP vs GRMN
+6,655.2%
-5,783.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | -2.9% | -0.6% | -2.8% |
| 30D | +2.8% | -8.4% | +11.2% | +4.7% |
| 3M | +20.9% | +15.0% | +5.9% | +17.0% |
| 6M | +29.9% | +11.2% | +18.7% | +26.2% |
| YTD | +9.6% | +37.7% | -28.1% | +1.6% |
| 1Y | -5.3% | +18.5% | -23.7% | -9.5% |
| 3Y | +16.5% | +175.8% | -159.3% | -9.3% |
| 5Y | +49.4% | +75.1% | -25.7% | +27.0% |
| 10Y | +282.2% | +637.0% | -354.8% | +147.1% |
| All | +871.3% | +6,655.2% | -5,783.9% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling