+342.1%
ADM vs GNRC
+2,120.5%
-1,778.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.4% |
| 7D | -0.1% | +4.8% | -4.9% | -0.8% |
| 30D | +11.0% | -10.4% | +21.4% | +12.8% |
| 3M | +6.0% | -28.5% | +34.5% | +11.1% |
| 6M | +26.9% | -6.8% | +33.7% | +26.3% |
| YTD | +50.0% | +39.5% | +10.5% | +38.5% |
| 1Y | +39.6% | +3.4% | +36.2% | +34.7% |
| 3Y | +18.5% | +65.1% | -46.6% | +2.4% |
| 5Y | +62.6% | -57.1% | +119.7% | +71.1% |
| 10Y | +162.4% | +432.5% | -270.1% | +51.3% |
| All | +342.1% | +2,120.5% | -1,778.4% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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