+127.7%
ADI vs GFS
-2.1%
+129.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | +1.3% | +3.2% | -1.9% | 0.0% |
| 30D | -6.0% | -9.6% | +3.6% | -2.2% |
| 3M | -7.7% | -38.5% | +30.8% | +11.8% |
| 6M | +14.0% | -1.3% | +15.3% | +11.2% |
| YTD | +34.4% | +31.8% | +2.6% | +14.2% |
| 1Y | +48.0% | +44.6% | +3.4% | +20.0% |
| 3Y | +113.3% | -20.6% | +133.9% | +112.8% |
| All | +127.7% | -2.1% | +129.8% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling