+152.4%
GS vs ADI
+132.8%
+19.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.6% | -3.9% | +0.9% |
| 7D | +0.8% | -4.4% | +5.2% | +2.6% |
| 30D | +1.2% | -2.8% | +4.1% | +2.1% |
| 3M | -12.4% | +1.5% | -13.9% | -13.5% |
| 6M | -2.3% | -4.7% | +2.4% | -1.8% |
| YTD | +4.6% | +46.8% | -42.2% | -13.8% |
| 1Y | +17.5% | +74.9% | -57.4% | -10.5% |
| 3Y | +202.0% | +147.4% | +54.6% | +89.7% |
| 5Y | +152.4% | +131.9% | +20.5% | +53.5% |
| All | +152.4% | +132.8% | +19.6% | +53.5% |
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