+646.7%
ADP vs GWRE
+736.4%
-89.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -5.7% | -30.9% | +25.2% | +2.0% |
| 30D | -1.4% | -20.7% | +19.3% | +3.2% |
| 3M | +16.6% | +20.2% | -3.6% | +10.6% |
| 6M | +24.9% | -11.9% | +36.8% | +25.8% |
| YTD | +5.6% | -30.3% | +35.9% | +11.4% |
| 1Y | -6.0% | -44.6% | +38.6% | +4.1% |
| 3Y | +14.5% | +48.8% | -34.3% | -2.4% |
| 5Y | +47.9% | +14.8% | +33.1% | +30.7% |
| 10Y | +282.0% | +128.1% | +153.9% | +189.1% |
| All | +646.7% | +736.4% | -89.6% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling