+144.4%
ADI vs GGLL
+166.5%
-22.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.4% |
| 7D | +9.5% | +7.7% | +1.8% | +8.0% |
| 30D | -1.4% | -30.2% | +28.8% | +4.5% |
| 3M | +4.7% | -31.3% | +36.0% | +11.0% |
| 6M | -7.4% | -52.1% | +44.7% | +4.5% |
| YTD | +48.1% | -25.9% | +73.9% | +49.3% |
| 1Y | +69.6% | -8.5% | +78.1% | +62.4% |
| 3Y | +144.4% | +165.5% | -21.2% | +74.3% |
| All | +144.4% | +166.5% | -22.2% | +74.3% |
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 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