+115.3%
ADI vs GAP
+108.0%
+7.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.4% |
| 7D | +2.6% | -3.2% | +5.8% | +3.2% |
| 30D | -4.6% | -0.7% | -3.9% | -4.8% |
| 3M | -9.5% | -0.5% | -9.0% | -9.9% |
| 6M | +14.8% | -5.0% | +19.8% | +14.7% |
| YTD | +35.8% | -14.7% | +50.5% | +38.2% |
| 1Y | +48.9% | -8.6% | +57.6% | +49.0% |
| All | +115.3% | +108.0% | +7.4% | +92.9% |
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