+119.0%
ADP vs GH
+481.7%
-362.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | +2.8% | -1.1% | +3.9% | +2.8% |
| 3M | +20.9% | +21.3% | -0.4% | +18.3% |
| 6M | +29.9% | +73.5% | -43.6% | +22.4% |
| YTD | +9.6% | +58.0% | -48.4% | +4.1% |
| 1Y | -5.3% | +163.1% | -168.3% | -14.8% |
| 3Y | +16.5% | +361.0% | -344.6% | -4.6% |
| 5Y | +49.4% | +22.5% | +26.9% | +34.1% |
| All | +119.0% | +481.7% | -362.7% | +61.5% |
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