+179.6%
ADI vs GGLL
+195.8%
-16.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +8.0% |
| 7D | -4.4% | +6.3% | -10.8% | -5.6% |
| 30D | -2.8% | -35.1% | +32.3% | +5.4% |
| 3M | +1.5% | -37.7% | +39.2% | +10.6% |
| 6M | -4.7% | -54.1% | +49.4% | +9.8% |
| YTD | +46.8% | -29.4% | +76.3% | +50.0% |
| 1Y | +74.9% | -13.4% | +88.3% | +68.8% |
| 3Y | +147.4% | +158.3% | -10.9% | +62.9% |
| All | +179.6% | +195.8% | -16.2% | +70.7% |
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