+28.4%
ADM vs GPC
+2.8%
+25.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.3% |
| 7D | -7.8% | +0.8% | -8.7% | -7.9% |
| 30D | -12.6% | -1.1% | -11.5% | -12.5% |
| 3M | -8.2% | -6.6% | -1.6% | -7.8% |
| 6M | -8.9% | +22.2% | -31.1% | -10.8% |
| YTD | +24.0% | +5.1% | +18.9% | +15.2% |
| All | +28.4% | +2.8% | +25.5% | +20.1% |
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