+155.6%
GS vs ADM
+26.4%
+129.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.3% |
| 7D | +5.9% | +4.2% | +1.7% | +4.9% |
| 30D | +4.3% | -12.8% | +17.1% | +7.5% |
| 3M | -11.7% | -8.5% | -3.2% | -10.2% |
| 6M | -3.2% | -10.9% | +7.7% | -1.1% |
| YTD | +5.8% | +29.4% | -23.6% | -2.5% |
| 1Y | +16.0% | +27.5% | -11.5% | +7.3% |
| 3Y | +199.8% | +10.3% | +189.4% | +182.5% |
| All | +155.6% | +26.4% | +129.2% | +113.2% |
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