+651.5%
ADI vs GME
+285.6%
+365.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.1% | +4.7% |
| 7D | +4.6% | +10.4% | -5.8% | +4.2% |
| 30D | -1.2% | +14.1% | -15.2% | -1.6% |
| 3M | -7.8% | -4.6% | -3.2% | -7.7% |
| 6M | +19.3% | -13.5% | +32.9% | +19.8% |
| YTD | +40.9% | +5.3% | +35.6% | +40.4% |
| 1Y | +54.5% | -14.9% | +69.4% | +55.0% |
| 3Y | +123.4% | +24.3% | +99.2% | +113.0% |
| 5Y | +142.3% | -55.6% | +197.9% | +133.6% |
| All | +651.5% | +285.6% | +365.9% | +364.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling