+27.4%
ADM vs GD
+8.1%
+19.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.8% | -1.9% | 0.0% | -1.6% |
| 30D | -13.3% | +10.9% | -24.2% | -14.4% |
| 3M | -13.4% | -6.8% | -6.6% | -12.4% |
| 6M | -9.6% | +7.0% | -16.6% | -10.3% |
| YTD | +23.0% | +11.1% | +11.9% | +21.6% |
| 1Y | +27.4% | +7.0% | +20.3% | +26.2% |
| All | +27.4% | +8.1% | +19.2% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling