+837.6%
GLW vs ADP
+269.5%
+568.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.5% | +11.0% | +9.0% |
| 7D | +14.0% | -5.5% | +19.5% | +16.5% |
| 30D | +0.4% | -1.2% | +1.6% | +0.3% |
| 3M | -11.3% | +17.9% | -29.2% | -20.0% |
| 6M | +35.1% | +20.3% | +14.7% | +18.3% |
| YTD | +90.5% | +5.8% | +84.7% | +77.7% |
| 1Y | +132.0% | -7.7% | +139.7% | +133.4% |
| 3Y | +463.3% | +14.7% | +448.6% | +386.2% |
| 5Y | +382.5% | +45.8% | +336.7% | +246.0% |
| 10Y | +837.6% | +270.5% | +567.2% | +326.7% |
| All | +837.6% | +269.5% | +568.1% | +326.7% |
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