-35.4%
GIS vs ADM
+20.9%
-56.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | -8.6% | +1.4% | -10.0% | -8.8% |
| 30D | -0.5% | +8.2% | -8.7% | -1.8% |
| 3M | +11.9% | +8.7% | +3.2% | +10.1% |
| 6M | -11.6% | +29.1% | -40.7% | -16.1% |
| YTD | -16.3% | +53.7% | -70.0% | -23.4% |
| 1Y | -21.8% | +43.2% | -65.0% | -27.5% |
| All | -35.4% | +20.9% | -56.3% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling