+128.2%
ADM vs GME
+484.8%
-356.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.3% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | -11.8% | -6.2% | -5.6% | -11.7% |
| 3M | -11.3% | +35.8% | -47.1% | -11.7% |
| 6M | -10.0% | +10.3% | -20.3% | -10.2% |
| YTD | +25.9% | +27.2% | -1.3% | +25.3% |
| 1Y | +26.7% | +19.1% | +7.5% | +26.2% |
| 3Y | +8.1% | +103.7% | -95.6% | +4.3% |
| 5Y | +23.5% | -50.0% | +73.5% | +20.7% |
| 10Y | +128.2% | +471.4% | -343.2% | +52.3% |
| All | +128.2% | +484.8% | -356.6% | +52.3% |
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