-10.3%
ADM vs GGLL
+194.0%
-204.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.8% | +5.1% | -6.9% | -1.9% |
| 30D | -13.3% | -35.5% | +22.2% | -12.9% |
| 3M | -13.4% | -39.2% | +25.8% | -12.9% |
| 6M | -9.6% | -54.4% | +44.8% | -8.7% |
| YTD | +23.0% | -29.8% | +52.9% | +23.0% |
| 1Y | +27.4% | -20.4% | +47.8% | +26.8% |
| 3Y | +5.7% | +149.7% | -144.1% | -1.9% |
| All | -10.3% | +194.0% | -204.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling