+62.6%
ADM vs GME
-62.6%
+125.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | +11.0% | -1.4% | +12.4% | +11.1% |
| 3M | +6.0% | -15.1% | +21.1% | +6.3% |
| 6M | +26.9% | -22.5% | +49.4% | +27.4% |
| YTD | +50.0% | -5.9% | +55.9% | +50.0% |
| 1Y | +39.6% | -18.6% | +58.2% | +39.9% |
| 3Y | +18.5% | +6.7% | +11.9% | +13.1% |
| 5Y | +62.6% | -62.0% | +124.6% | +62.0% |
| All | +62.6% | -62.6% | +125.1% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling