+620.7%
GEV vs ADP
+18.6%
+602.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.4% |
| 7D | +3.3% | -3.4% | +6.7% | +2.6% |
| 30D | -7.5% | +2.8% | -10.3% | -6.9% |
| 3M | -2.2% | +20.9% | -23.1% | +0.8% |
| 6M | +12.1% | +29.9% | -17.8% | +16.1% |
| YTD | +44.4% | +9.6% | +34.7% | +57.5% |
| 1Y | +57.7% | -5.3% | +62.9% | +85.8% |
| All | +620.7% | +18.6% | +602.1% | +730.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling