+67.1%
ADM vs GWW
+221.1%
-154.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +1.4% | -0.5% | +1.8% | +1.5% |
| 30D | +8.2% | -1.4% | +9.6% | +8.5% |
| 3M | +8.7% | -3.6% | +12.4% | +9.5% |
| 6M | +29.1% | +15.1% | +14.0% | +23.3% |
| YTD | +53.7% | +27.5% | +26.2% | +41.9% |
| 1Y | +43.2% | +29.6% | +13.6% | +31.4% |
| 3Y | +21.4% | +90.1% | -68.7% | -3.7% |
| 5Y | +67.1% | +222.6% | -155.5% | +10.1% |
| All | +67.1% | +221.1% | -154.0% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling