+12.1%
GS vs ADM
+28.3%
-16.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.2% | -9.0% | +5.8% | -3.3% |
| 30D | -2.4% | -14.0% | +11.6% | -2.5% |
| 3M | -15.7% | -9.2% | -6.6% | -15.8% |
| 6M | -6.8% | -9.2% | +2.4% | -6.6% |
| YTD | -0.1% | +24.2% | -24.3% | -2.9% |
| 1Y | +12.1% | +27.0% | -14.9% | +9.9% |
| All | +12.1% | +28.3% | -16.2% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling