+654.3%
GS vs ADM
+159.1%
+495.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.9% | +3.8% | -2.8% | -0.8% |
| 30D | -1.6% | +9.8% | -11.3% | -5.9% |
| 3M | -4.5% | +2.1% | -6.6% | -5.9% |
| 6M | +20.9% | +27.5% | -6.6% | +6.5% |
| YTD | +19.9% | +50.2% | -30.3% | -2.7% |
| 1Y | +41.4% | +40.6% | +0.8% | +17.7% |
| 3Y | +239.2% | +17.2% | +221.9% | +198.8% |
| 5Y | +185.0% | +61.9% | +123.2% | +91.2% |
| All | +654.3% | +159.1% | +495.2% | +242.4% |
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