+5.7%
ADM vs GME
+98.5%
-92.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.8% |
| 7D | -1.8% | +4.8% | -6.6% | -1.8% |
| 30D | -13.3% | -4.3% | -9.0% | -13.3% |
| 3M | -13.4% | +35.3% | -48.7% | -13.3% |
| 6M | -9.6% | +4.7% | -14.3% | -9.6% |
| YTD | +23.0% | +26.6% | -3.6% | +23.1% |
| 1Y | +27.4% | +18.3% | +9.0% | +27.4% |
| 3Y | +5.7% | +102.8% | -97.1% | +5.4% |
| All | +5.7% | +98.5% | -92.8% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling