+135.1%
ADI vs GIS
-23.6%
+158.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.4% |
| 7D | +2.6% | -8.6% | +11.2% | +2.2% |
| 30D | -4.6% | -0.5% | -4.2% | -4.7% |
| 3M | -9.5% | +11.9% | -21.4% | -9.4% |
| 6M | +14.8% | -11.6% | +26.4% | +15.7% |
| YTD | +35.8% | -16.3% | +52.1% | +37.1% |
| 1Y | +48.9% | -21.8% | +70.7% | +50.6% |
| 3Y | +115.6% | -35.7% | +151.2% | +118.8% |
| 5Y | +135.1% | -22.9% | +158.0% | +130.4% |
| All | +135.1% | -23.6% | +158.7% | +130.4% |
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