+67.2%
ADM vs GPN
-46.4%
+113.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.2% |
| 7D | +3.0% | -3.5% | +6.5% | +3.4% |
| 30D | +8.7% | +3.1% | +5.6% | +8.1% |
| 3M | +7.6% | +42.3% | -34.7% | +2.1% |
| 6M | +26.9% | +20.9% | +6.0% | +22.9% |
| YTD | +54.3% | +15.2% | +39.1% | +49.9% |
| 1Y | +45.7% | +5.4% | +40.2% | +43.5% |
| 3Y | +21.9% | -27.4% | +49.3% | +26.2% |
| 5Y | +67.2% | -44.2% | +111.4% | +79.8% |
| All | +67.2% | -46.4% | +113.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling