+231.1%
GM vs ADP
+283.8%
-52.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -2.4% | -3.4% | +0.9% | -0.5% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +6.1% | +19.7% | -13.6% | -5.1% |
| 6M | +15.0% | +27.9% | -13.0% | -2.6% |
| YTD | +6.0% | +5.9% | 0.0% | +0.4% |
| 1Y | +47.1% | -7.5% | +54.6% | +51.4% |
| 3Y | +170.5% | +15.4% | +155.1% | +136.4% |
| 5Y | +80.5% | +48.4% | +32.1% | +32.3% |
| All | +231.1% | +283.8% | -52.7% | +53.1% |
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