+651.5%
ADI vs GWRE
+131.0%
+520.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | +4.6% | -13.2% | +17.8% | +8.8% |
| 30D | -1.2% | -18.6% | +17.4% | +3.1% |
| 3M | -7.8% | +18.9% | -26.7% | -16.7% |
| 6M | +19.3% | -11.0% | +30.3% | +15.9% |
| YTD | +40.9% | -29.9% | +70.8% | +48.7% |
| 1Y | +54.5% | -44.3% | +98.8% | +79.0% |
| 3Y | +123.4% | +51.7% | +71.8% | +55.0% |
| 5Y | +142.3% | +15.4% | +126.9% | +85.1% |
| All | +651.5% | +131.0% | +520.5% | +322.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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