+246.5%
GM vs ADM
+336.6%
-90.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.9% | +3.8% | -1.8% | +0.1% |
| 30D | -1.4% | +9.8% | -11.1% | -5.9% |
| 3M | +5.9% | +2.1% | +3.8% | +4.1% |
| 6M | +12.4% | +27.5% | -15.1% | -1.8% |
| YTD | +8.6% | +50.2% | -41.6% | -12.9% |
| 1Y | +52.6% | +40.6% | +12.0% | +25.3% |
| 3Y | +169.7% | +17.2% | +152.4% | +133.5% |
| 5Y | +87.5% | +61.9% | +25.7% | +28.8% |
| 10Y | +233.0% | +159.3% | +73.7% | +69.4% |
| All | +246.5% | +336.6% | -90.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling