+63.3%
ADM vs GFI
+524.1%
-460.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | +2.5% | -4.9% | +7.3% | +2.7% |
| 30D | +9.5% | +10.7% | -1.3% | +9.0% |
| 3M | +10.6% | +25.6% | -15.0% | +9.4% |
| 6M | +24.0% | -8.3% | +32.3% | +24.2% |
| YTD | +54.0% | +6.3% | +47.6% | +52.6% |
| 1Y | +45.3% | +22.1% | +23.2% | +42.6% |
| 3Y | +21.8% | +289.2% | -267.4% | +10.9% |
| All | +63.3% | +524.1% | -460.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling