+616.7%
ADI vs GAP
+27.6%
+589.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | +1.3% | -6.3% | +7.6% | +2.7% |
| 30D | -6.0% | -0.2% | -5.7% | -6.3% |
| 3M | -7.7% | 0.0% | -7.7% | -8.4% |
| 6M | +14.0% | -8.1% | +22.1% | +14.4% |
| YTD | +34.4% | -16.5% | +50.9% | +37.3% |
| 1Y | +48.0% | -10.5% | +58.4% | +48.5% |
| 3Y | +113.3% | +104.0% | +9.3% | +71.0% |
| 5Y | +131.1% | +6.8% | +124.3% | +100.0% |
| All | +616.7% | +27.6% | +589.1% | +422.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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