+49.0%
ADP vs GWRE
+15.1%
+34.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | -3.4% | -13.2% | +9.9% | -0.3% |
| 30D | -0.4% | -18.6% | +18.2% | +3.5% |
| 3M | +19.7% | +18.9% | +0.8% | +14.0% |
| 6M | +27.9% | -11.0% | +38.9% | +28.2% |
| YTD | +5.9% | -29.9% | +35.8% | +10.6% |
| 1Y | -7.5% | -44.3% | +36.9% | +0.9% |
| 3Y | +15.4% | +51.7% | -36.3% | -3.8% |
| All | +49.0% | +15.1% | +34.0% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling