+1,954.9%
ADM vs GFI
+682.6%
+1,272.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.4% |
| 7D | +1.4% | +4.7% | -3.3% | +1.1% |
| 30D | +8.2% | +14.4% | -6.2% | +7.4% |
| 3M | +8.7% | +32.5% | -23.8% | +6.9% |
| 6M | +29.1% | -7.2% | +36.2% | +28.9% |
| YTD | +53.7% | +10.9% | +42.8% | +51.7% |
| 1Y | +43.2% | +35.5% | +7.8% | +39.6% |
| 3Y | +21.4% | +312.1% | -290.7% | +10.5% |
| 5Y | +67.1% | +524.6% | -457.5% | +46.8% |
| 10Y | +176.6% | +1,092.7% | -916.2% | +126.0% |
| All | +1,954.9% | +682.6% | +1,272.4% | +1,549.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling