+178.6%
ADI vs GGLL
+194.0%
-15.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -6.3% | +5.1% | -11.4% | -7.2% |
| 30D | -3.2% | -35.5% | +32.3% | +5.2% |
| 3M | +2.8% | -39.2% | +41.9% | +12.5% |
| 6M | -5.0% | -54.4% | +49.3% | +9.5% |
| YTD | +46.3% | -29.8% | +76.2% | +49.7% |
| 1Y | +71.6% | -20.4% | +92.1% | +69.3% |
| 3Y | +139.2% | +149.7% | -10.6% | +58.9% |
| All | +178.6% | +194.0% | -15.4% | +70.4% |
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