+636.2%
ADI vs GD
+180.8%
+455.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -6.3% | -1.9% | -4.4% | -5.2% |
| 30D | -3.2% | +10.9% | -14.1% | -8.0% |
| 3M | +2.8% | -6.8% | +9.5% | +6.3% |
| 6M | -5.0% | +7.0% | -12.0% | -9.0% |
| YTD | +46.3% | +11.1% | +35.2% | +36.0% |
| 1Y | +71.6% | +7.0% | +64.6% | +62.9% |
| 3Y | +139.2% | +59.9% | +79.2% | +79.0% |
| 5Y | +136.4% | +102.5% | +33.9% | +51.3% |
| 10Y | +636.2% | +174.0% | +462.2% | +289.2% |
| All | +636.2% | +180.8% | +455.4% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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