+123.4%
ADI vs GFI
+287.6%
-164.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.1% | +5.0% |
| 7D | +4.6% | -4.9% | +9.4% | +5.1% |
| 30D | -1.2% | +10.7% | -11.9% | -2.3% |
| 3M | -7.8% | +25.6% | -33.4% | -10.3% |
| 6M | +19.3% | -8.3% | +27.6% | +19.1% |
| YTD | +40.9% | +6.3% | +34.6% | +39.2% |
| 1Y | +54.5% | +22.1% | +32.4% | +50.8% |
| 3Y | +123.4% | +289.2% | -165.8% | +96.2% |
| All | +123.4% | +287.6% | -164.2% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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