+117.4%
ADM vs GH
+467.1%
-349.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +2.5% | -2.5% | +5.0% | +2.6% |
| 30D | +9.5% | -4.7% | +14.1% | +9.7% |
| 3M | +10.6% | +20.2% | -9.6% | +9.4% |
| 6M | +24.0% | +78.8% | -54.8% | +20.0% |
| YTD | +54.0% | +54.1% | -0.1% | +49.9% |
| 1Y | +45.3% | +177.1% | -131.8% | +36.8% |
| 3Y | +21.8% | +371.6% | -349.9% | +8.9% |
| 5Y | +66.8% | +21.9% | +44.9% | +57.6% |
| All | +117.4% | +467.1% | -349.8% | +83.7% |
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