+32.1%
GLW vs ADP
+22.7%
+9.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.7% | +8.7% |
| 7D | -5.9% | +1.1% | -7.0% | -4.1% |
| 30D | -26.0% | +11.5% | -37.5% | -13.9% |
| 3M | -29.9% | +12.0% | -41.9% | -16.6% |
| 6M | -37.8% | +43.8% | -81.6% | +0.8% |
| YTD | +33.1% | +20.1% | +13.1% | +93.7% |
| All | +32.1% | +22.7% | +9.4% | +91.0% |
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