+157.2%
ADI vs GTLB
-49.4%
+206.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -2.9% |
| 7D | +9.5% | -0.7% | +10.2% | +9.6% |
| 30D | -1.4% | -10.2% | +8.8% | +0.2% |
| 3M | +4.7% | +10.1% | -5.4% | +2.9% |
| 6M | -7.4% | +116.5% | -123.9% | -18.7% |
| YTD | +48.1% | +27.2% | +20.9% | +39.8% |
| 1Y | +69.6% | +8.6% | +61.1% | +64.1% |
| 3Y | +144.4% | +5.6% | +138.8% | +128.2% |
| 5Y | +134.1% | -61.8% | +195.9% | +124.3% |
| All | +157.2% | -49.4% | +206.6% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 all: compounded portfolio wealth divided by compounded GTLB 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…
all analysis · Full analysis span regression · 6 months rolling