+365.4%
ADI vs GH
+480.1%
-114.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +2.4% | -2.1% | +4.5% | +2.8% |
| 30D | -6.6% | -4.5% | -2.1% | -5.9% |
| 3M | -9.8% | +28.9% | -38.7% | -14.1% |
| 6M | +15.7% | +76.5% | -60.8% | +3.6% |
| YTD | +35.1% | +57.6% | -22.5% | +22.9% |
| 1Y | +47.7% | +167.5% | -119.8% | +20.7% |
| 3Y | +114.5% | +377.4% | -262.9% | +48.9% |
| 5Y | +141.2% | +23.8% | +117.4% | +98.4% |
| All | +365.4% | +480.1% | -114.7% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling