+27.4%
ADM vs GGLL
-17.3%
+44.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.8% | +5.1% | -6.9% | -1.7% |
| 30D | -13.3% | -35.5% | +22.2% | -14.6% |
| 3M | -13.4% | -39.2% | +25.8% | -14.8% |
| 6M | -9.6% | -54.4% | +44.8% | -11.9% |
| YTD | +23.0% | -29.8% | +52.9% | +24.1% |
| 1Y | +27.4% | -20.4% | +47.8% | +29.1% |
| All | +27.4% | -17.3% | +44.7% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling