+79.3%
ADI vs GFS
+15.5%
+63.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -1.1% |
| 7D | -5.1% | -12.5% | +7.4% | -0.5% |
| 30D | -3.1% | -16.9% | +13.9% | +3.3% |
| 3M | +7.1% | -22.3% | +29.4% | +16.3% |
| 6M | +2.9% | -40.2% | +43.1% | +23.1% |
| YTD | +51.1% | +16.0% | +35.2% | +41.6% |
| 1Y | +79.3% | +17.7% | +61.7% | +65.0% |
| All | +79.3% | +15.5% | +63.8% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling