+126.6%
ADM vs GRMN
+628.7%
-502.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | +4.2% | -0.9% | +5.1% | +4.4% |
| 30D | -12.8% | +1.2% | -14.0% | -13.2% |
| 3M | -8.5% | -8.9% | +0.4% | -6.7% |
| 6M | -10.9% | +23.0% | -33.9% | -16.4% |
| YTD | +29.4% | +41.2% | -11.8% | +15.8% |
| 1Y | +27.5% | +47.5% | -20.0% | +12.6% |
| 3Y | +10.3% | +155.8% | -145.4% | -24.5% |
| 5Y | +27.4% | +120.2% | -92.8% | -8.5% |
| All | +126.6% | +628.7% | -502.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling