+123.2%
GLW vs ADP
-4.5%
+127.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +3.3% |
| 7D | +3.8% | -3.4% | +7.2% | -0.2% |
| 30D | -1.3% | +2.8% | -4.1% | +2.7% |
| 3M | -21.8% | +20.9% | -42.7% | +0.4% |
| 6M | +6.9% | +29.9% | -23.0% | +47.4% |
| YTD | +77.2% | +9.6% | +67.5% | +122.2% |
| 1Y | +123.2% | -5.3% | +128.5% | +159.9% |
| All | +123.2% | -4.5% | +127.8% | +159.9% |
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