+80.5%
GM vs ADP
+43.9%
+36.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -1.9% |
| 7D | -1.1% | -5.7% | +4.6% | +1.4% |
| 30D | -4.6% | -3.1% | -1.5% | -3.3% |
| 3M | +0.2% | +15.6% | -15.4% | -6.7% |
| 6M | +12.6% | +20.8% | -8.2% | +2.0% |
| YTD | +3.7% | +4.7% | -1.1% | +1.4% |
| 1Y | +45.6% | -8.3% | +53.9% | +53.7% |
| 3Y | +162.0% | +13.6% | +148.4% | +137.2% |
| 5Y | +80.5% | +45.0% | +35.4% | +46.1% |
| All | +80.5% | +43.9% | +36.6% | +46.1% |
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 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