+25.1%
GILD vs ADP
-5.0%
+30.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.8% |
| 7D | -4.8% | -2.8% | -2.1% | -4.6% |
| 30D | +5.8% | +0.2% | +5.5% | +5.8% |
| 3M | +14.9% | +20.5% | -5.6% | +14.7% |
| 6M | -0.4% | +28.8% | -29.1% | -0.2% |
| YTD | +18.5% | +6.6% | +11.9% | +20.0% |
| 1Y | +25.1% | -6.9% | +32.0% | +33.5% |
| All | +25.1% | -5.0% | +30.1% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling