+199.8%
GS vs ADI
+144.2%
+55.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.5% |
| 7D | +5.9% | +9.5% | -3.6% | +1.7% |
| 30D | +4.3% | -1.4% | +5.7% | +4.5% |
| 3M | -11.7% | +4.7% | -16.4% | -13.9% |
| 6M | -3.2% | -7.4% | +4.3% | -1.5% |
| YTD | +5.8% | +48.1% | -42.3% | -13.2% |
| 1Y | +16.0% | +69.6% | -53.6% | -10.4% |
| 3Y | +199.8% | +144.4% | +55.4% | +86.9% |
| All | +199.8% | +144.2% | +55.5% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling