+22.0%
ADM vs GFI
+292.6%
-270.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.5% |
| 7D | +3.0% | -5.1% | +8.1% | +3.1% |
| 30D | +8.7% | +13.4% | -4.7% | +8.2% |
| 3M | +7.6% | +36.2% | -28.6% | +6.2% |
| 6M | +26.9% | -9.8% | +36.7% | +27.4% |
| YTD | +54.3% | +7.7% | +46.6% | +53.0% |
| 1Y | +45.7% | +27.2% | +18.5% | +42.7% |
| All | +22.0% | +292.6% | -270.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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