+112.1%
ADM vs GH
+481.7%
-369.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.3% |
| 7D | +3.8% | -0.1% | +3.8% | +3.8% |
| 30D | +9.8% | -1.1% | +10.8% | +9.8% |
| 3M | +2.1% | +21.3% | -19.2% | +1.0% |
| 6M | +27.5% | +73.5% | -46.0% | +23.5% |
| YTD | +50.2% | +58.0% | -7.8% | +46.1% |
| 1Y | +40.6% | +163.1% | -122.5% | +32.7% |
| 3Y | +17.2% | +361.0% | -343.8% | +5.0% |
| 5Y | +61.9% | +22.5% | +39.3% | +53.1% |
| All | +112.1% | +481.7% | -369.6% | +79.0% |
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