+627.7%
GEV vs ADP
+13.3%
+614.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.3% |
| 7D | +3.2% | -5.7% | +8.8% | +2.0% |
| 30D | -4.0% | -3.1% | -0.9% | -4.5% |
| 3M | +3.4% | +15.6% | -12.2% | +5.6% |
| 6M | +14.7% | +20.8% | -6.1% | +18.7% |
| YTD | +45.8% | +4.7% | +41.0% | +57.7% |
| 1Y | +57.4% | -8.3% | +65.7% | +82.3% |
| All | +627.7% | +13.3% | +614.3% | +731.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling