+606.9%
GEV vs ADP
+14.2%
+592.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -2.7% |
| 7D | -1.9% | -5.7% | +3.8% | -3.0% |
| 30D | -8.7% | -1.4% | -7.3% | -8.9% |
| 3M | +6.6% | +16.6% | -9.9% | +9.1% |
| 6M | +10.2% | +24.9% | -14.7% | +13.5% |
| YTD | +41.6% | +5.6% | +36.0% | +53.4% |
| 1Y | +43.9% | -6.0% | +49.9% | +65.4% |
| All | +606.9% | +14.2% | +592.7% | +708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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