+39.6%
ADM vs GPC
-0.1%
+39.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +11.0% | -0.4% | +11.4% | +11.1% |
| 3M | +6.0% | +39.2% | -33.2% | +2.6% |
| 6M | +26.9% | +18.2% | +8.7% | +25.8% |
| YTD | +50.0% | +12.1% | +37.9% | +44.9% |
| 1Y | +39.6% | -0.7% | +40.3% | +36.4% |
| All | +39.6% | -0.1% | +39.7% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling