+4,542.6%
GLW vs ADP
+11,097.1%
-6,554.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.7% |
| 7D | +3.8% | -3.4% | +7.2% | +5.5% |
| 30D | -1.3% | +2.8% | -4.1% | -3.2% |
| 3M | -21.8% | +20.9% | -42.7% | -31.1% |
| 6M | +6.9% | +29.9% | -23.0% | -11.5% |
| YTD | +77.2% | +9.6% | +67.5% | +59.2% |
| 1Y | +123.2% | -5.3% | +128.5% | +115.6% |
| 3Y | +400.0% | +16.5% | +383.5% | +325.9% |
| 5Y | +342.8% | +49.4% | +293.4% | +223.1% |
| 10Y | +771.4% | +282.2% | +489.2% | +280.1% |
| All | +4,542.6% | +11,097.1% | -6,554.5% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling