-4.6%
GS vs ADP
+48.3%
-52.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.0% |
| 7D | -6.3% | +7.4% | -13.7% | -4.1% |
| 30D | -3.1% | +17.1% | -20.2% | +2.0% |
| 3M | -17.7% | +14.4% | -32.1% | -13.5% |
| 6M | -4.6% | +47.9% | -52.4% | +4.8% |
| All | -4.6% | +48.3% | -52.8% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling