+654.3%
GS vs ADP
+285.1%
+369.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +1.2% |
| 7D | +0.9% | -3.4% | +4.4% | +2.9% |
| 30D | -1.6% | +2.8% | -4.4% | -3.3% |
| 3M | -4.5% | +20.9% | -25.4% | -15.8% |
| 6M | +20.9% | +29.9% | -9.0% | +0.8% |
| YTD | +19.9% | +9.6% | +10.2% | +10.9% |
| 1Y | +41.4% | -5.3% | +46.7% | +43.0% |
| 3Y | +239.2% | +16.5% | +222.7% | +199.0% |
| 5Y | +185.0% | +49.4% | +135.6% | +109.0% |
| All | +654.3% | +285.1% | +369.2% | +240.0% |
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