+1,573.2%
ADM vs GD
+20,112.4%
-18,539.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | -7.5% | -3.9% | -3.6% | -6.3% |
| 30D | -14.3% | +8.1% | -22.4% | -16.6% |
| 3M | -8.6% | -6.8% | -1.8% | -6.7% |
| 6M | -9.9% | +3.0% | -12.9% | -11.3% |
| YTD | +25.1% | +7.8% | +17.3% | +21.0% |
| 1Y | +28.8% | +5.8% | +23.0% | +25.3% |
| 3Y | +6.9% | +55.3% | -48.5% | -9.3% |
| 5Y | +25.9% | +96.7% | -70.8% | -1.1% |
| 10Y | +101.7% | +195.4% | -93.7% | +38.1% |
| All | +1,573.2% | +20,112.4% | -18,539.2% | +845.7% |
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