+142.5%
ADP vs GH
+459.8%
-317.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +3.2% | -11.2% | +14.4% | +4.2% |
| 30D | +12.8% | -7.2% | +20.0% | +13.3% |
| 3M | +12.3% | -7.1% | +19.4% | +12.6% |
| 6M | +45.4% | +62.3% | -16.9% | +37.7% |
| YTD | +21.4% | +52.1% | -30.7% | +15.3% |
| 1Y | +23.7% | +58.6% | -34.9% | +16.9% |
| 3Y | +43.6% | +619.9% | -576.2% | +11.6% |
| 5Y | +48.7% | +49.7% | -1.0% | +30.2% |
| All | +142.5% | +459.8% | -317.4% | +78.8% |
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