+29.5%
ADM vs GFS
-11.4%
+40.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.0% |
| 7D | +4.2% | +7.4% | -3.2% | +3.5% |
| 30D | -12.8% | -15.3% | +2.4% | -11.8% |
| 3M | -8.5% | -21.1% | +12.6% | -6.9% |
| 6M | -10.9% | -44.5% | +33.6% | -7.1% |
| YTD | +29.4% | +19.2% | +10.2% | +23.3% |
| 1Y | +27.5% | +27.2% | +0.3% | +20.5% |
| 3Y | +10.3% | -20.1% | +30.5% | +8.1% |
| 5Y | +27.4% | -25.6% | +53.0% | +22.8% |
| All | +29.5% | -11.4% | +40.9% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling