+478.5%
GS vs ADM
+100.2%
+378.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +0.8% | -7.8% | +8.7% | +4.4% |
| 30D | +1.2% | -12.6% | +13.8% | +7.1% |
| 3M | -12.4% | -8.2% | -4.2% | -9.8% |
| 6M | -2.3% | -8.9% | +6.6% | +0.4% |
| YTD | +4.6% | +24.0% | -19.4% | -8.3% |
| 1Y | +17.5% | +26.2% | -8.6% | +1.9% |
| 3Y | +202.0% | +7.0% | +195.0% | +170.7% |
| 5Y | +152.4% | +24.9% | +127.5% | +91.5% |
| 10Y | +478.5% | +102.6% | +375.9% | +184.8% |
| All | +478.5% | +100.2% | +378.3% | +184.8% |
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 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