+385.3%
ADI vs GH
+467.1%
-81.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | +4.6% | -2.5% | +7.1% | +5.0% |
| 30D | -1.2% | -4.7% | +3.5% | -0.5% |
| 3M | -7.8% | +20.2% | -28.0% | -11.1% |
| 6M | +19.3% | +78.8% | -59.4% | +6.6% |
| YTD | +40.9% | +54.1% | -13.2% | +28.6% |
| 1Y | +54.5% | +177.1% | -122.6% | +25.5% |
| 3Y | +123.4% | +371.6% | -248.2% | +55.4% |
| 5Y | +142.3% | +21.9% | +120.4% | +99.7% |
| All | +385.3% | +467.1% | -81.8% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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