+410.2%
GLW vs ADP
+16.9%
+393.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +4.9% |
| 7D | +3.8% | -3.4% | +7.2% | +2.4% |
| 30D | -1.3% | +2.8% | -4.1% | 0.0% |
| 3M | -21.8% | +20.9% | -42.7% | -15.9% |
| 6M | +6.9% | +29.9% | -23.0% | +16.1% |
| YTD | +77.2% | +9.6% | +67.5% | +99.1% |
| 1Y | +123.2% | -5.3% | +128.5% | +163.4% |
| All | +410.2% | +16.9% | +393.4% | +468.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling