+138.8%
ADI vs GFS
0.0%
+138.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.0% |
| 7D | +4.6% | +3.8% | +0.7% | +3.0% |
| 30D | -1.2% | -11.7% | +10.5% | +3.9% |
| 3M | -7.8% | -41.8% | +34.0% | +14.2% |
| 6M | +19.3% | +6.6% | +12.7% | +13.0% |
| YTD | +40.9% | +34.6% | +6.3% | +18.7% |
| 1Y | +54.5% | +46.2% | +8.3% | +24.8% |
| 3Y | +123.4% | -20.3% | +143.8% | +122.5% |
| All | +138.8% | 0.0% | +138.8% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling