+42.8%
ADP vs GTLB
-50.0%
+92.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -3.0% |
| 7D | -5.5% | +4.6% | -10.0% | -5.9% |
| 30D | -1.2% | +21.0% | -22.2% | -3.1% |
| 3M | +17.9% | +51.7% | -33.8% | +13.2% |
| 6M | +20.3% | +89.3% | -69.0% | +12.9% |
| YTD | +5.8% | +25.6% | -19.8% | +2.4% |
| 1Y | -7.7% | -1.5% | -6.2% | -9.3% |
| 3Y | +14.7% | -9.9% | +24.7% | +10.5% |
| All | +42.8% | -50.0% | +92.7% | +37.2% |
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