+133.8%
ADI vs GIS
-33.3%
+167.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.5% |
| 7D | +9.5% | -3.4% | +12.8% | +9.1% |
| 30D | -1.4% | +6.9% | -8.3% | -0.8% |
| 3M | +4.7% | -10.1% | +14.8% | +4.5% |
| 6M | -7.4% | +5.9% | -13.3% | -7.2% |
| YTD | +48.1% | -21.1% | +69.2% | +49.3% |
| 1Y | +69.6% | -22.5% | +92.1% | +71.1% |
| 3Y | +144.4% | -39.0% | +183.3% | +147.4% |
| All | +133.8% | -33.3% | +167.1% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling