+2,064.0%
GS vs ADP
+1,287.6%
+776.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +1.3% |
| 7D | +0.9% | -3.4% | +4.4% | +3.0% |
| 30D | -1.6% | +2.8% | -4.4% | -3.4% |
| 3M | -4.5% | +20.9% | -25.4% | -16.3% |
| 6M | +20.9% | +29.9% | -9.0% | 0.0% |
| YTD | +19.9% | +9.6% | +10.2% | +9.9% |
| 1Y | +41.4% | -5.3% | +46.7% | +41.3% |
| 3Y | +239.2% | +16.5% | +222.7% | +196.1% |
| 5Y | +185.0% | +49.4% | +135.6% | +109.1% |
| 10Y | +655.0% | +282.2% | +372.8% | +201.1% |
| All | +2,064.0% | +1,287.6% | +776.4% | +306.6% |
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 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