+1,710.5%
GS vs ADM
+848.4%
+862.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.8% | -6.1% |
| 7D | -6.3% | -7.5% | +1.2% | -3.3% |
| 30D | -3.1% | -14.3% | +11.1% | +3.1% |
| 3M | -17.7% | -8.6% | -9.1% | -15.1% |
| 6M | -4.6% | -9.9% | +5.3% | -1.5% |
| YTD | +0.3% | +25.1% | -24.8% | -11.0% |
| 1Y | +11.7% | +28.8% | -17.1% | -2.4% |
| 3Y | +183.6% | +6.9% | +176.7% | +156.7% |
| 5Y | +141.0% | +25.9% | +115.1% | +97.6% |
| 10Y | +507.4% | +101.7% | +405.8% | +297.9% |
| All | +1,710.5% | +848.4% | +862.2% | +504.2% |
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 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