+1,908.9%
ADM vs GD
+20,186.5%
-18,277.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.9% |
| 7D | +3.8% | -5.3% | +9.0% | +5.6% |
| 30D | +9.8% | -6.4% | +16.2% | +12.1% |
| 3M | +2.1% | +5.7% | -3.6% | 0.0% |
| 6M | +27.5% | -0.9% | +28.5% | +27.2% |
| YTD | +50.2% | +8.2% | +42.0% | +45.4% |
| 1Y | +40.6% | +13.4% | +27.2% | +33.7% |
| 3Y | +17.2% | +68.5% | -51.3% | -3.1% |
| 5Y | +61.9% | +97.2% | -35.3% | +27.3% |
| 10Y | +159.3% | +190.2% | -30.9% | +78.7% |
| All | +1,908.9% | +20,186.5% | -18,277.7% | +1,036.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling