+929.6%
ADM vs GRMN
+6,966.1%
-6,036.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.8% | +6.3% | -8.2% | -3.2% |
| 30D | -13.3% | +7.6% | -20.8% | -14.7% |
| 3M | -13.4% | -7.5% | -5.9% | -12.1% |
| 6M | -9.6% | +21.2% | -30.8% | -14.3% |
| YTD | +23.0% | +44.0% | -21.0% | +11.3% |
| 1Y | +27.4% | +44.7% | -17.4% | +15.0% |
| 3Y | +5.7% | +160.5% | -154.9% | -19.7% |
| 5Y | +22.1% | +124.6% | -102.6% | -5.1% |
| 10Y | +106.0% | +651.6% | -545.7% | +19.8% |
| All | +929.6% | +6,966.1% | -6,036.4% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling