+66.2%
ADP vs GTLB
-49.4%
+115.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | +2.2% | -0.7% | +2.9% | +2.2% |
| 30D | +10.6% | -10.2% | +20.8% | +11.5% |
| 3M | +12.9% | +10.1% | +2.8% | +11.6% |
| 6M | +50.6% | +116.5% | -65.8% | +39.9% |
| YTD | +23.2% | +27.2% | -4.0% | +18.8% |
| 1Y | +25.3% | +8.6% | +16.7% | +22.1% |
| 3Y | +47.1% | +5.6% | +41.6% | +39.6% |
| 5Y | +50.1% | -61.8% | +111.9% | +45.4% |
| All | +66.2% | -49.4% | +115.5% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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