+171.1%
ADM vs GME
+285.6%
-114.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.3% |
| 7D | +2.5% | +10.4% | -7.9% | +2.3% |
| 30D | +9.5% | +14.1% | -4.6% | +9.2% |
| 3M | +10.6% | -4.6% | +15.3% | +10.7% |
| 6M | +24.0% | -13.5% | +37.6% | +24.2% |
| YTD | +54.0% | +5.3% | +48.6% | +53.7% |
| 1Y | +45.3% | -14.9% | +60.2% | +45.5% |
| 3Y | +21.8% | +24.3% | -2.5% | +18.5% |
| 5Y | +66.8% | -55.6% | +122.4% | +63.3% |
| All | +171.1% | +285.6% | -114.6% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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