+437.1%
GS vs ADI
+652.4%
-215.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +5.1% | +13.4% | -8.2% | -1.1% |
| 30D | +2.4% | -1.3% | +3.7% | +2.6% |
| 3M | -11.5% | +6.8% | -18.3% | -14.8% |
| 6M | -2.5% | -1.9% | -0.6% | -3.4% |
| YTD | +5.5% | +52.3% | -46.8% | -16.4% |
| 1Y | +11.0% | +71.6% | -60.6% | -17.1% |
| 3Y | +200.1% | +148.9% | +51.2% | +78.6% |
| 5Y | +154.7% | +140.8% | +13.9% | +49.1% |
| All | +437.1% | +652.4% | -215.3% | +98.7% |
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