+154.7%
GS vs ADI
+142.4%
+12.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +5.1% | +13.4% | -8.2% | -0.5% |
| 30D | +2.4% | -1.3% | +3.7% | +2.6% |
| 3M | -11.5% | +6.8% | -18.3% | -14.5% |
| 6M | -2.5% | -1.9% | -0.6% | -3.2% |
| YTD | +5.5% | +52.3% | -46.8% | -14.5% |
| 1Y | +11.0% | +71.6% | -60.6% | -14.7% |
| 3Y | +200.1% | +148.9% | +51.2% | +88.1% |
| 5Y | +154.7% | +140.8% | +13.9% | +51.7% |
| All | +154.7% | +142.4% | +12.3% | +51.7% |
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 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