+18.5%
ADM vs GTLB
-8.4%
+26.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | -0.2% |
| 7D | -0.1% | +4.6% | -4.6% | 0.0% |
| 30D | +11.0% | +21.0% | -10.0% | +11.2% |
| 3M | +6.0% | +51.7% | -45.7% | +6.3% |
| 6M | +26.9% | +89.3% | -62.4% | +27.4% |
| YTD | +50.0% | +25.6% | +24.4% | +50.8% |
| 1Y | +39.6% | -1.5% | +41.1% | +40.6% |
| 3Y | +18.5% | -9.9% | +28.5% | +16.8% |
| All | +18.5% | -8.4% | +26.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling