+26.1%
ADM vs GFS
-9.0%
+35.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.7% | +17.2% | -16.5% | -0.7% |
| 30D | -14.7% | -8.7% | -6.0% | -14.2% |
| 3M | -10.4% | -19.7% | +9.2% | -9.0% |
| 6M | -10.9% | -40.7% | +29.7% | -7.7% |
| YTD | +26.0% | +22.5% | +3.5% | +19.8% |
| 1Y | +26.5% | +25.2% | +1.3% | +19.8% |
| 3Y | +8.2% | -17.7% | +25.9% | +5.7% |
| 5Y | +24.0% | -23.5% | +47.5% | +19.3% |
| All | +26.1% | -9.0% | +35.1% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling