+106.0%
ADM vs GD
+180.8%
-74.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.5% |
| 7D | -1.8% | -1.9% | 0.0% | -1.0% |
| 30D | -13.3% | +10.9% | -24.2% | -17.9% |
| 3M | -13.4% | -6.8% | -6.6% | -10.6% |
| 6M | -9.6% | +7.0% | -16.6% | -13.6% |
| YTD | +23.0% | +11.1% | +11.9% | +14.5% |
| 1Y | +27.4% | +7.0% | +20.3% | +20.9% |
| 3Y | +5.7% | +59.9% | -54.2% | -21.6% |
| 5Y | +22.1% | +102.5% | -80.4% | -21.6% |
| 10Y | +106.0% | +174.0% | -68.1% | +21.2% |
| All | +106.0% | +180.8% | -74.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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