+37,071.1%
ADI vs GAP
+2,258.2%
+34,812.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +0.4% | -4.5% | +4.9% | +1.5% |
| 30D | -3.8% | +9.0% | -12.8% | -6.4% |
| 3M | -15.3% | +5.0% | -20.3% | -17.0% |
| 6M | +6.7% | -17.8% | +24.5% | +10.0% |
| YTD | +34.8% | -10.4% | +45.2% | +35.7% |
| 1Y | +49.0% | -3.4% | +52.4% | +46.7% |
| 3Y | +108.1% | +111.5% | -3.4% | +55.7% |
| 5Y | +142.4% | +8.8% | +133.6% | +101.7% |
| 10Y | +589.9% | +32.9% | +557.0% | +355.0% |
| All | +37,071.1% | +2,258.2% | +34,812.9% | +8,417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling