+112.7%
ADI vs GGLL
+253.9%
-141.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | +0.4% | -4.8% | +5.2% | +1.4% |
| 30D | -3.8% | -13.7% | +9.9% | -1.1% |
| 3M | -15.3% | -21.9% | +6.6% | -11.9% |
| 6M | +6.7% | +11.7% | -5.0% | +0.8% |
| YTD | +34.8% | +2.3% | +32.5% | +29.4% |
| 1Y | +49.0% | +76.2% | -27.1% | +24.7% |
| All | +112.7% | +253.9% | -141.2% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling