+50.1%
ADM vs GFS
-3.9%
+54.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.3% |
| 30D | +11.0% | -16.4% | +27.4% | +12.7% |
| 3M | +6.0% | -41.6% | +47.6% | +10.9% |
| 6M | +26.9% | -3.7% | +30.6% | +25.1% |
| YTD | +50.0% | +29.3% | +20.7% | +42.5% |
| 1Y | +39.6% | +37.1% | +2.5% | +31.2% |
| 3Y | +18.5% | -22.1% | +40.7% | +17.1% |
| All | +50.1% | -3.9% | +54.1% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling