+64.2%
ADM vs GD
+97.9%
-33.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +1.0% |
| 7D | +3.8% | -5.3% | +9.0% | +6.2% |
| 30D | +9.8% | -6.4% | +16.2% | +12.9% |
| 3M | +2.1% | +5.7% | -3.6% | -0.8% |
| 6M | +27.5% | -0.9% | +28.5% | +27.4% |
| YTD | +50.2% | +8.2% | +42.0% | +43.4% |
| 1Y | +40.6% | +13.4% | +27.2% | +30.5% |
| 3Y | +17.2% | +68.5% | -51.3% | -15.7% |
| All | +64.2% | +97.9% | -33.7% | +6.4% |
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