+185.8%
GS vs ADP
+48.5%
+137.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | -3.2% | +3.2% | -6.4% | -3.9% |
| 30D | -2.4% | +14.9% | -17.3% | -5.8% |
| 3M | -15.7% | +11.6% | -27.4% | -18.2% |
| 6M | -6.8% | +48.5% | -55.2% | -19.5% |
| YTD | -0.1% | +20.6% | -20.6% | -2.7% |
| 1Y | +12.1% | +23.7% | -11.6% | +7.1% |
| 3Y | +185.8% | +47.8% | +138.0% | +157.6% |
| All | +185.8% | +48.5% | +137.2% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling