+115.3%
ADI vs GFS
-21.4%
+136.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | +2.6% | +4.5% | -1.9% | +0.7% |
| 30D | -4.6% | -8.2% | +3.6% | -1.2% |
| 3M | -9.5% | -38.9% | +29.4% | +11.2% |
| 6M | +14.8% | -2.9% | +17.7% | +12.1% |
| YTD | +35.8% | +31.8% | +4.0% | +12.4% |
| 1Y | +48.9% | +43.1% | +5.8% | +17.2% |
| All | +115.3% | -21.4% | +136.8% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling