+4.9%
ADM vs GFS
-20.7%
+25.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -1.8% | -5.3% | +3.5% | -1.6% |
| 30D | -13.3% | -15.8% | +2.5% | -12.5% |
| 3M | -13.4% | -18.6% | +5.3% | -12.5% |
| 6M | -9.6% | -45.0% | +35.4% | -6.6% |
| YTD | +23.0% | +16.8% | +6.2% | +17.6% |
| 1Y | +27.4% | +17.8% | +9.6% | +21.4% |
| All | +4.9% | -20.7% | +25.6% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling