+176.6%
ADM vs GAP
+28.3%
+148.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.1% |
| 7D | +1.4% | -3.2% | +4.5% | +1.8% |
| 30D | +8.2% | -0.7% | +8.9% | +8.1% |
| 3M | +8.7% | -0.5% | +9.2% | +8.4% |
| 6M | +29.1% | -5.0% | +34.1% | +28.7% |
| YTD | +53.7% | -14.7% | +68.3% | +55.1% |
| 1Y | +43.2% | -8.6% | +51.9% | +42.5% |
| 3Y | +21.4% | +108.4% | -86.9% | +0.2% |
| 5Y | +67.1% | +5.8% | +61.3% | +48.2% |
| 10Y | +176.6% | +29.6% | +146.9% | +105.9% |
| All | +176.6% | +28.3% | +148.3% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling