-17.4%
GIS vs ADM
+29.8%
-47.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +8.5% | -8.3% | +16.7% | +9.2% |
| 30D | +15.3% | -14.1% | +29.4% | +16.5% |
| 3M | +0.9% | -10.7% | +11.7% | +1.8% |
| 6M | +7.9% | -5.9% | +13.9% | +7.7% |
| YTD | -17.6% | +25.8% | -43.3% | -22.5% |
| 1Y | -17.4% | +21.3% | -38.6% | -21.9% |
| All | -17.4% | +29.8% | -47.2% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling