+27.3%
ADM vs GTLB
-49.8%
+77.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.3% |
| 7D | +0.1% | -9.6% | +9.8% | +0.2% |
| 30D | -11.8% | -15.5% | +3.7% | -11.6% |
| 3M | -11.3% | +12.4% | -23.7% | -11.5% |
| 6M | -10.0% | +84.6% | -94.6% | -11.0% |
| YTD | +25.9% | +26.1% | -0.2% | +25.3% |
| 1Y | +26.7% | +1.7% | +25.0% | +26.6% |
| 3Y | +8.1% | +6.1% | +2.1% | +6.7% |
| 5Y | +23.5% | -61.1% | +84.6% | +19.6% |
| All | +27.3% | -49.8% | +77.1% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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