+26.7%
ADM vs GRMN
+47.1%
-20.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.5% |
| 7D | +0.1% | +1.7% | -1.5% | +0.2% |
| 30D | -11.8% | +10.2% | -22.0% | -10.9% |
| 3M | -11.3% | -4.7% | -6.6% | -11.8% |
| 6M | -10.0% | +22.3% | -32.3% | -7.9% |
| YTD | +25.9% | +46.7% | -20.8% | +26.2% |
| 1Y | +26.7% | +49.6% | -23.0% | +26.7% |
| All | +26.7% | +47.1% | -20.5% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling