+50.3%
ADM vs GFS
-3.7%
+54.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.1% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | +9.8% | -8.6% | +18.3% | +10.4% |
| 3M | +2.1% | -46.5% | +48.7% | +7.8% |
| 6M | +27.5% | -4.8% | +32.3% | +25.8% |
| YTD | +50.2% | +29.7% | +20.6% | +42.6% |
| 1Y | +40.6% | +35.8% | +4.8% | +32.3% |
| 3Y | +17.2% | -18.3% | +35.6% | +15.1% |
| All | +50.3% | -3.7% | +54.0% | +43.5% |
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 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