+113.1%
ADI vs GIS
-37.3%
+150.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -1.3% |
| 7D | +1.3% | -8.4% | +9.7% | +0.5% |
| 30D | -6.0% | -5.2% | -0.8% | -6.4% |
| 3M | -7.7% | +8.2% | -15.9% | -7.3% |
| 6M | +14.0% | -12.0% | +26.0% | +14.6% |
| YTD | +34.4% | -18.9% | +53.3% | +35.2% |
| 1Y | +48.0% | -23.6% | +71.6% | +48.9% |
| All | +113.1% | -37.3% | +150.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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