+32,991.5%
GILD vs ADP
+5,789.1%
+27,202.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.2% |
| 7D | -4.8% | -2.8% | -2.1% | -3.7% |
| 30D | +5.8% | +0.2% | +5.5% | +5.6% |
| 3M | +14.9% | +20.5% | -5.6% | +6.1% |
| 6M | -0.4% | +28.8% | -29.1% | -11.3% |
| YTD | +18.5% | +6.6% | +11.9% | +13.6% |
| 1Y | +25.1% | -6.9% | +32.0% | +26.8% |
| 3Y | +105.9% | +16.1% | +89.8% | +88.2% |
| 5Y | +143.0% | +49.3% | +93.6% | +95.7% |
| 10Y | +162.4% | +285.8% | -123.4% | +29.9% |
| All | +32,991.5% | +5,789.1% | +27,202.4% | +5,700.1% |
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