+1,908.9%
ADM vs GPC
+2,341.8%
-432.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +3.8% | +1.2% | +2.6% | +3.2% |
| 30D | +9.8% | +6.0% | +3.8% | +6.9% |
| 3M | +2.1% | +42.6% | -40.5% | -13.7% |
| 6M | +27.5% | +22.8% | +4.7% | +14.3% |
| YTD | +50.2% | +15.5% | +34.8% | +37.2% |
| 1Y | +40.6% | +2.0% | +38.5% | +35.3% |
| 3Y | +17.2% | -1.4% | +18.7% | +10.4% |
| 5Y | +61.9% | +30.6% | +31.3% | +31.6% |
| 10Y | +159.3% | +80.6% | +78.7% | +72.2% |
| All | +1,908.9% | +2,341.8% | -432.9% | +357.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling