+126.6%
ADM vs GME
+475.1%
-348.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | +4.2% | +2.9% | +1.3% | +4.1% |
| 30D | -12.8% | -4.8% | -8.1% | -12.8% |
| 3M | -8.5% | +39.2% | -47.7% | -9.0% |
| 6M | -10.9% | +17.1% | -28.0% | -11.2% |
| YTD | +29.4% | +28.7% | +0.7% | +28.8% |
| 1Y | +27.5% | +23.3% | +4.2% | +27.0% |
| 3Y | +10.3% | +112.9% | -102.6% | +6.3% |
| 5Y | +27.4% | -48.8% | +76.2% | +24.4% |
| All | +126.6% | +475.1% | -348.4% | +51.7% |
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