+37,360.5%
ADI vs GFI
+682.6%
+36,677.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | +2.6% | +4.7% | -2.1% | +2.5% |
| 30D | -4.6% | +14.4% | -19.1% | -5.1% |
| 3M | -9.5% | +32.5% | -42.0% | -10.5% |
| 6M | +14.8% | -7.2% | +22.0% | +14.9% |
| YTD | +35.8% | +10.9% | +25.0% | +34.9% |
| 1Y | +48.9% | +35.5% | +13.5% | +46.8% |
| 3Y | +115.6% | +312.1% | -196.6% | +104.0% |
| 5Y | +135.1% | +524.6% | -389.5% | +118.3% |
| 10Y | +636.4% | +1,092.7% | -456.3% | +564.4% |
| All | +37,360.5% | +682.6% | +36,677.9% | +34,813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling