+988.5%
ADM vs GME
+1,082.6%
-94.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +3.8% | +7.2% | -3.5% | +3.4% |
| 30D | +9.8% | +0.8% | +9.0% | +9.7% |
| 3M | +2.1% | -14.0% | +16.1% | +2.8% |
| 6M | +27.5% | -19.7% | +47.2% | +28.5% |
| YTD | +50.2% | -4.6% | +54.8% | +50.2% |
| 1Y | +40.6% | -14.3% | +54.9% | +41.1% |
| 3Y | +17.2% | +4.0% | +13.2% | +9.3% |
| 5Y | +61.9% | -62.2% | +124.1% | +53.5% |
| 10Y | +159.3% | +241.4% | -82.1% | +29.6% |
| All | +988.5% | +1,082.6% | -94.2% | +327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling