+135.1%
ADI vs GME
-55.8%
+190.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.1% |
| 7D | +2.6% | +4.8% | -2.2% | +2.3% |
| 30D | -4.6% | +5.9% | -10.5% | -5.0% |
| 3M | -9.5% | -10.7% | +1.2% | -8.9% |
| 6M | +14.8% | -19.8% | +34.6% | +16.4% |
| YTD | +35.8% | -0.9% | +36.8% | +35.4% |
| 1Y | +48.9% | -15.7% | +64.6% | +50.1% |
| 3Y | +115.6% | +12.3% | +103.3% | +89.0% |
| 5Y | +135.1% | -60.1% | +195.2% | +116.1% |
| All | +135.1% | -55.8% | +190.9% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling