+47.1%
GM vs ADP
-5.6%
+52.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.4% | -3.4% | +0.9% | -2.4% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +6.1% | +19.7% | -13.6% | +6.6% |
| 6M | +15.0% | +27.9% | -13.0% | +16.2% |
| YTD | +6.0% | +5.9% | 0.0% | +13.7% |
| 1Y | +47.1% | -7.5% | +54.6% | +68.8% |
| All | +47.1% | -5.6% | +52.7% | +68.8% |
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