+159.7%
GILD vs ADP
+286.3%
-126.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.1% |
| 7D | -4.8% | -2.8% | -2.1% | -4.0% |
| 30D | +5.8% | +0.2% | +5.5% | +5.7% |
| 3M | +14.9% | +20.5% | -5.6% | +8.4% |
| 6M | -0.4% | +28.8% | -29.1% | -8.4% |
| YTD | +18.5% | +6.6% | +11.9% | +15.4% |
| 1Y | +25.1% | -6.9% | +32.0% | +27.3% |
| 3Y | +105.9% | +16.1% | +89.8% | +93.9% |
| 5Y | +143.0% | +49.3% | +93.6% | +108.4% |
| All | +159.7% | +286.3% | -126.6% | +69.2% |
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 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