+7.4%
ADM vs GD
+55.3%
-48.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | -7.5% | -3.9% | -3.6% | -6.6% |
| 30D | -14.3% | +8.1% | -22.4% | -16.1% |
| 3M | -8.6% | -6.8% | -1.8% | -7.0% |
| 6M | -9.9% | +3.0% | -12.9% | -10.9% |
| YTD | +25.1% | +7.8% | +17.3% | +21.6% |
| 1Y | +28.8% | +5.8% | +23.0% | +25.9% |
| All | +7.4% | +55.3% | -48.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling