+1,630.9%
ADM vs GWW
+16,336.7%
-14,705.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +4.2% | +3.6% | +0.6% | +3.0% |
| 30D | -12.8% | +12.1% | -25.0% | -16.2% |
| 3M | -8.5% | +12.9% | -21.4% | -12.4% |
| 6M | -10.9% | +19.3% | -30.2% | -16.5% |
| YTD | +29.4% | +48.7% | -19.3% | +12.1% |
| 1Y | +27.5% | +60.5% | -33.0% | +7.6% |
| 3Y | +10.3% | +93.3% | -82.9% | -13.9% |
| 5Y | +27.4% | +219.0% | -191.6% | -17.5% |
| 10Y | +134.6% | +659.0% | -524.4% | +8.2% |
| All | +1,630.9% | +16,336.7% | -14,705.9% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling