+6.6%
ADM vs GGLL
+154.9%
-148.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -9.0% | +3.1% | -12.1% | -9.0% |
| 30D | -14.0% | -36.3% | +22.3% | -14.0% |
| 3M | -9.2% | -40.4% | +31.2% | -9.1% |
| 6M | -9.2% | -54.6% | +45.5% | -8.9% |
| YTD | +24.2% | -31.1% | +55.4% | +24.1% |
| 1Y | +27.0% | -19.2% | +46.2% | +26.3% |
| 3Y | +6.6% | +151.5% | -144.9% | +0.3% |
| All | +6.6% | +154.9% | -148.3% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling