+486.7%
GS vs ADP
+318.0%
+168.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.3% |
| 7D | -3.2% | +3.2% | -6.4% | -4.9% |
| 30D | -2.4% | +14.9% | -17.3% | -10.0% |
| 3M | -15.7% | +11.6% | -27.4% | -21.3% |
| 6M | -6.8% | +48.5% | -55.2% | -27.7% |
| YTD | -0.1% | +20.6% | -20.6% | -12.8% |
| 1Y | +12.1% | +23.7% | -11.6% | -3.9% |
| 3Y | +185.8% | +47.8% | +138.0% | +118.0% |
| 5Y | +140.1% | +47.7% | +92.4% | +78.4% |
| All | +486.7% | +318.0% | +168.7% | +186.9% |
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