+7.3%
ADM vs GWW
+92.9%
-85.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -11.8% | +14.0% | -25.8% | -13.7% |
| 3M | -11.3% | +14.4% | -25.7% | -13.4% |
| 6M | -10.0% | +21.7% | -31.7% | -13.4% |
| YTD | +25.9% | +48.4% | -22.5% | +15.4% |
| 1Y | +26.7% | +58.4% | -31.7% | +14.4% |
| All | +7.3% | +92.9% | -85.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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