+99.7%
ADM vs GPC
+85.6%
+14.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -9.0% | +1.6% | -10.6% | -9.6% |
| 30D | -14.0% | -2.1% | -11.9% | -13.5% |
| 3M | -9.2% | -6.8% | -2.4% | -7.1% |
| 6M | -9.2% | +18.6% | -27.7% | -16.4% |
| YTD | +24.2% | +2.7% | +21.5% | +19.7% |
| 1Y | +27.0% | +1.8% | +25.2% | +22.7% |
| 3Y | +6.6% | +1.1% | +5.5% | -0.4% |
| 5Y | +25.0% | +4.1% | +20.9% | +12.6% |
| All | +99.7% | +85.6% | +14.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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