+643.2%
GEV vs ADI
+97.7%
+545.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.0% |
| 7D | +8.1% | +2.4% | +5.7% | +6.6% |
| 30D | -1.9% | -6.6% | +4.7% | +2.1% |
| 3M | +4.1% | -9.8% | +13.9% | +10.7% |
| 6M | +23.2% | +15.7% | +7.5% | +13.8% |
| YTD | +48.9% | +35.1% | +13.8% | +25.4% |
| 1Y | +62.2% | +47.7% | +14.5% | +30.2% |
| All | +643.2% | +97.7% | +545.4% | +400.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling