+157.3%
ADI vs GGLL
+328.4%
-171.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +2.4% | +1.9% | +0.6% | +2.0% |
| 30D | -6.6% | -9.7% | +3.2% | -4.6% |
| 3M | -9.8% | -18.0% | +8.2% | -7.1% |
| 6M | +15.7% | +15.3% | +0.4% | +8.0% |
| YTD | +35.1% | +2.2% | +32.9% | +29.4% |
| 1Y | +47.7% | +73.1% | -25.4% | +22.4% |
| 3Y | +114.5% | +242.7% | -128.2% | +35.2% |
| All | +157.3% | +328.4% | -171.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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