-21.1%
GIS vs ADM
+177.9%
-198.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.4% | +2.5% | -8.9% | -6.9% |
| 30D | -6.1% | +9.5% | -15.6% | -8.1% |
| 3M | +7.8% | +10.6% | -2.8% | +5.1% |
| 6M | -8.8% | +24.0% | -32.8% | -13.9% |
| YTD | -19.1% | +54.0% | -73.1% | -27.7% |
| 1Y | -24.8% | +45.3% | -70.1% | -32.0% |
| 3Y | -37.6% | +21.8% | -59.3% | -42.2% |
| 5Y | -25.4% | +66.8% | -92.2% | -38.4% |
| All | -21.1% | +177.9% | -198.9% | -46.2% |
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