+246.5%
GM vs ADP
+921.6%
-675.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +2.1% |
| 7D | +1.9% | -3.4% | +5.4% | +4.2% |
| 30D | -1.4% | +2.8% | -4.2% | -3.2% |
| 3M | +5.9% | +20.9% | -15.0% | -7.3% |
| 6M | +12.4% | +29.9% | -17.5% | -7.7% |
| YTD | +8.6% | +9.6% | -1.0% | -0.4% |
| 1Y | +52.6% | -5.3% | +57.9% | +54.3% |
| 3Y | +169.7% | +16.5% | +153.2% | +130.3% |
| 5Y | +87.5% | +49.4% | +38.1% | +31.9% |
| 10Y | +233.0% | +282.2% | -49.2% | +7.0% |
| All | +246.5% | +921.6% | -675.1% | -58.4% |
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