+278.9%
ADP vs GWRE
+131.0%
+147.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.8% | -13.2% | +10.5% | +0.9% |
| 30D | +0.2% | -18.6% | +18.8% | +4.9% |
| 3M | +20.5% | +18.9% | +1.6% | +13.3% |
| 6M | +28.8% | -11.0% | +39.7% | +29.2% |
| YTD | +6.6% | -29.9% | +36.5% | +13.3% |
| 1Y | -6.9% | -44.3% | +37.4% | +5.0% |
| 3Y | +16.1% | +51.7% | -35.5% | -6.9% |
| 5Y | +49.3% | +15.4% | +33.9% | +27.4% |
| All | +278.9% | +131.0% | +147.9% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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