+26.3%
ADM vs GD
+94.5%
-68.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -9.0% | -5.0% | -4.1% | -7.1% |
| 30D | -14.0% | +8.9% | -22.9% | -17.2% |
| 3M | -9.2% | -8.0% | -1.1% | -6.1% |
| 6M | -9.2% | +2.9% | -12.1% | -11.0% |
| YTD | +24.2% | +7.1% | +17.1% | +18.8% |
| 1Y | +27.0% | +5.9% | +21.0% | +21.9% |
| 3Y | +6.6% | +53.9% | -47.3% | -19.0% |
| All | +26.3% | +94.5% | -68.2% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling