+990.5%
ADM vs GPN
+2,520.1%
-1,529.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.7% |
| 7D | -0.1% | -0.7% | +0.7% | +0.1% |
| 30D | +11.0% | +3.8% | +7.2% | +9.7% |
| 3M | +6.0% | +39.2% | -33.2% | -3.7% |
| 6M | +26.9% | +17.9% | +9.0% | +19.7% |
| YTD | +50.0% | +16.4% | +33.7% | +40.7% |
| 1Y | +39.6% | +3.6% | +36.0% | +34.7% |
| 3Y | +18.5% | -26.7% | +45.2% | +22.0% |
| 5Y | +62.6% | -44.8% | +107.4% | +75.7% |
| 10Y | +162.4% | +24.1% | +138.3% | +119.2% |
| All | +990.5% | +2,520.1% | -1,529.6% | +533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling