+47.9%
ADP vs GTLB
-47.1%
+95.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.2% |
| 7D | -3.4% | +11.1% | -14.5% | -4.4% |
| 30D | +2.8% | +37.8% | -35.0% | -0.3% |
| 3M | +20.9% | +61.6% | -40.6% | +15.4% |
| 6M | +29.9% | +98.9% | -69.0% | +21.3% |
| YTD | +9.6% | +32.8% | -23.1% | +5.6% |
| 1Y | -5.3% | +14.7% | -19.9% | -8.1% |
| 3Y | +16.5% | +1.3% | +15.1% | +11.0% |
| All | +47.9% | -47.1% | +95.0% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling