+54.4%
ADM vs GFS
-2.1%
+56.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.0% | +3.2% | -0.2% | +2.7% |
| 30D | +8.7% | -9.6% | +18.3% | +9.6% |
| 3M | +7.6% | -38.5% | +46.1% | +12.0% |
| 6M | +26.9% | -1.3% | +28.2% | +24.7% |
| YTD | +54.3% | +31.8% | +22.5% | +46.3% |
| 1Y | +45.7% | +44.6% | +1.1% | +36.1% |
| 3Y | +21.9% | -20.6% | +42.5% | +20.2% |
| All | +54.4% | -2.1% | +56.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GFS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling