+1,710.5%
GS vs ADP
+1,445.0%
+265.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -7.1% |
| 7D | -6.3% | +7.4% | -13.7% | -10.3% |
| 30D | -3.1% | +17.1% | -20.2% | -12.2% |
| 3M | -17.7% | +14.4% | -32.1% | -24.7% |
| 6M | -4.6% | +47.9% | -52.4% | -26.7% |
| YTD | +0.3% | +22.1% | -21.8% | -14.3% |
| 1Y | +11.7% | +21.8% | -10.0% | -4.6% |
| 3Y | +183.6% | +50.5% | +133.1% | +111.5% |
| 5Y | +141.0% | +49.6% | +91.4% | +76.3% |
| 10Y | +507.4% | +329.3% | +178.2% | +124.9% |
| All | +1,710.5% | +1,445.0% | +265.5% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling