+151.3%
ADI vs GAP
+72.0%
+79.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +13.4% | -5.2% | +18.5% | +14.5% |
| 30D | -1.3% | -6.9% | +5.6% | 0.0% |
| 3M | +6.8% | +5.7% | +1.1% | +5.1% |
| 6M | -1.9% | +0.9% | -2.8% | -3.3% |
| YTD | +52.3% | -14.5% | +66.7% | +54.7% |
| 1Y | +71.6% | -12.1% | +83.8% | +73.2% |
| All | +151.3% | +72.0% | +79.3% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling