+52.4%
GEV vs ADI
+76.5%
-24.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -6.9% |
| 7D | -5.1% | -5.1% | 0.0% | -1.3% |
| 30D | -15.8% | -3.1% | -12.8% | -13.5% |
| 3M | -18.2% | +7.1% | -25.3% | -21.2% |
| 6M | -22.4% | +2.9% | -25.3% | -23.3% |
| YTD | +27.7% | +51.1% | -23.4% | +0.6% |
| 1Y | +52.4% | +79.3% | -27.0% | +13.0% |
| All | +52.4% | +76.5% | -24.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling