+212.6%
GLW vs ADP
+47.3%
+165.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.5% |
| 7D | -13.9% | +3.2% | -17.2% | -13.8% |
| 30D | -35.0% | +14.9% | -49.9% | -34.6% |
| 3M | -32.4% | +11.6% | -44.0% | -32.0% |
| 6M | -41.3% | +48.5% | -89.8% | -43.7% |
| YTD | +21.8% | +20.6% | +1.3% | +24.7% |
| 1Y | +21.8% | +23.7% | -1.8% | +23.1% |
| 3Y | +307.7% | +47.8% | +259.9% | +274.8% |
| All | +212.6% | +47.3% | +165.3% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling