+486.7%
GS vs ADI
+577.6%
-90.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -3.2% | -12.8% | +9.6% | +3.2% |
| 30D | -2.4% | -11.3% | +8.9% | +3.0% |
| 3M | -15.7% | -3.4% | -12.4% | -14.9% |
| 6M | -6.8% | -12.0% | +5.3% | -2.5% |
| YTD | -0.1% | +35.3% | -35.3% | -16.0% |
| 1Y | +12.1% | +58.1% | -46.0% | -12.8% |
| 3Y | +185.8% | +127.4% | +58.4% | +77.7% |
| 5Y | +140.1% | +114.6% | +25.5% | +48.7% |
| All | +486.7% | +577.6% | -90.9% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling