+239.5%
GM vs ADP
+1,047.8%
-808.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.7% |
| 7D | -0.2% | +2.2% | -2.4% | -1.6% |
| 30D | +3.6% | +10.6% | -7.0% | -3.1% |
| 3M | -0.2% | +12.9% | -13.2% | -8.0% |
| 6M | +13.9% | +50.6% | -36.7% | -14.2% |
| YTD | +6.5% | +23.2% | -16.7% | -9.6% |
| 1Y | +20.7% | +25.3% | -4.6% | +1.2% |
| 3Y | +229.5% | +47.1% | +182.3% | +141.4% |
| 5Y | +41.5% | +50.1% | -8.5% | +0.3% |
| 10Y | +204.8% | +323.6% | -118.8% | -8.1% |
| All | +239.5% | +1,047.8% | -808.2% | -62.3% |
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