+43.9%
GEV vs ADI
+47.3%
-3.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.2% |
| 7D | -1.9% | +1.3% | -3.2% | -2.7% |
| 30D | -8.7% | -6.0% | -2.7% | -4.9% |
| 3M | +6.6% | -7.7% | +14.3% | +12.8% |
| 6M | +10.2% | +14.0% | -3.8% | +1.9% |
| YTD | +41.6% | +34.4% | +7.2% | +16.4% |
| 1Y | +43.9% | +48.0% | -4.1% | +9.8% |
| All | +43.9% | +47.3% | -3.4% | +9.8% |
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