+606.9%
GEV vs ADM
+52.3%
+554.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.8% |
| 7D | -1.9% | +3.0% | -4.9% | -1.5% |
| 30D | -8.7% | +8.7% | -17.4% | -7.6% |
| 3M | +6.6% | +7.6% | -1.0% | +7.8% |
| 6M | +10.2% | +26.9% | -16.7% | +13.7% |
| YTD | +41.6% | +54.3% | -12.7% | +50.3% |
| 1Y | +43.9% | +45.7% | -1.8% | +52.1% |
| All | +606.9% | +52.3% | +554.6% | +645.1% |
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