+135.1%
ADI vs GAP
+6.6%
+128.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.5% |
| 7D | +2.6% | -3.2% | +5.8% | +3.3% |
| 30D | -4.6% | -0.7% | -3.9% | -4.9% |
| 3M | -9.5% | -0.5% | -9.0% | -10.0% |
| 6M | +14.8% | -5.0% | +19.8% | +14.5% |
| YTD | +35.8% | -14.7% | +50.5% | +38.3% |
| 1Y | +48.9% | -8.6% | +57.6% | +48.9% |
| 3Y | +115.6% | +108.4% | +7.2% | +70.0% |
| 5Y | +135.1% | +5.8% | +129.3% | +91.3% |
| All | +135.1% | +6.6% | +128.5% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling