+185.7%
GS vs ADP
+49.8%
+136.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.9% |
| 7D | +0.9% | -3.4% | +4.4% | +2.4% |
| 30D | -1.6% | +2.8% | -4.4% | -2.8% |
| 3M | -4.5% | +20.9% | -25.4% | -13.1% |
| 6M | +20.9% | +29.9% | -9.0% | +5.4% |
| YTD | +19.9% | +9.6% | +10.2% | +14.6% |
| 1Y | +41.4% | -5.3% | +46.7% | +46.6% |
| 3Y | +239.2% | +16.5% | +222.7% | +214.4% |
| All | +185.7% | +49.8% | +136.0% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling