+18.5%
ADM vs GFS
-20.2%
+38.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.2% |
| 30D | +11.0% | -16.4% | +27.4% | +12.3% |
| 3M | +6.0% | -41.6% | +47.6% | +9.8% |
| 6M | +26.9% | -3.7% | +30.6% | +25.0% |
| YTD | +50.0% | +29.3% | +20.7% | +43.1% |
| 1Y | +39.6% | +37.1% | +2.5% | +31.8% |
| 3Y | +18.5% | -22.1% | +40.7% | +19.2% |
| All | +18.5% | -20.2% | +38.7% | +19.2% |
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