+62.6%
ADM vs GH
+22.3%
+40.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -0.1% | -2.1% | +2.0% | 0.0% |
| 30D | +11.0% | -4.5% | +15.5% | +11.2% |
| 3M | +6.0% | +28.9% | -22.9% | +5.1% |
| 6M | +26.9% | +76.5% | -49.6% | +24.5% |
| YTD | +50.0% | +57.6% | -7.6% | +47.6% |
| 1Y | +39.6% | +167.5% | -127.9% | +34.8% |
| 3Y | +18.5% | +377.4% | -358.9% | +10.7% |
| 5Y | +62.6% | +23.8% | +38.7% | +44.2% |
| All | +62.6% | +22.3% | +40.3% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling