+630.6%
ADI vs GD
+185.2%
+445.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.3% | +6.3% | +7.4% |
| 7D | -4.4% | -3.0% | -1.4% | -2.7% |
| 30D | -2.8% | +9.3% | -12.1% | -7.0% |
| 3M | +1.5% | -7.2% | +8.7% | +5.2% |
| 6M | -4.7% | +5.5% | -10.2% | -8.0% |
| YTD | +46.8% | +9.5% | +37.3% | +37.6% |
| 1Y | +74.9% | +6.4% | +68.5% | +66.4% |
| 3Y | +147.4% | +59.8% | +87.6% | +85.3% |
| 5Y | +131.9% | +98.0% | +33.9% | +50.5% |
| 10Y | +630.6% | +177.4% | +453.2% | +299.1% |
| All | +630.6% | +185.2% | +445.4% | +299.1% |
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