+81.6%
GM vs ADM
+67.3%
+14.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | -1.1% | +3.0% | -4.1% | -1.8% |
| 30D | -3.4% | +8.7% | -12.1% | -5.4% |
| 3M | +8.7% | +7.6% | +1.1% | +6.4% |
| 6M | +15.4% | +26.9% | -11.5% | +7.7% |
| YTD | +6.6% | +54.3% | -47.7% | -6.1% |
| 1Y | +51.5% | +45.7% | +5.8% | +35.0% |
| 3Y | +169.3% | +21.9% | +147.4% | +151.9% |
| 5Y | +81.6% | +67.2% | +14.4% | +39.8% |
| All | +81.6% | +67.3% | +14.3% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling