+562.0%
GLW vs ADP
+319.4%
+242.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | -18.2% | +11.9% | -30.1% | -22.2% |
| 3M | -24.2% | +13.7% | -37.9% | -29.0% |
| 6M | -41.7% | +46.8% | -88.5% | -53.1% |
| YTD | +38.3% | +21.8% | +16.5% | +20.9% |
| 1Y | +38.2% | +23.5% | +14.7% | +19.5% |
| 3Y | +363.4% | +44.1% | +319.3% | +255.9% |
| 5Y | +254.6% | +49.9% | +204.7% | +157.7% |
| 10Y | +562.0% | +318.8% | +243.2% | +167.5% |
| All | +562.0% | +319.4% | +242.6% | +167.5% |
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 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