+24.9%
ADM vs GRMN
+122.3%
-97.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -7.8% | +6.4% | -14.2% | -8.3% |
| 30D | -12.6% | +8.7% | -21.3% | -13.2% |
| 3M | -8.2% | -5.8% | -2.5% | -7.8% |
| 6M | -8.9% | +22.5% | -31.5% | -11.0% |
| YTD | +24.0% | +45.6% | -21.6% | +17.9% |
| 1Y | +26.2% | +47.5% | -21.3% | +19.7% |
| 3Y | +7.0% | +166.2% | -159.2% | -12.3% |
| 5Y | +24.9% | +124.1% | -99.2% | +11.4% |
| All | +24.9% | +122.3% | -97.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling