+514.9%
GEV vs ADM
+27.7%
+487.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -1.4% |
| 7D | +3.7% | +4.2% | -0.4% | +4.4% |
| 30D | -14.7% | -12.8% | -1.8% | -16.2% |
| 3M | -23.4% | -8.5% | -15.0% | -24.3% |
| 6M | -24.3% | -10.9% | -13.4% | -25.2% |
| YTD | +23.2% | +29.4% | -6.2% | +27.7% |
| 1Y | +44.2% | +27.5% | +16.7% | +49.3% |
| All | +514.9% | +27.7% | +487.1% | +533.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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