+185.7%
GS vs ADI
+142.1%
+43.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -1.6% | -3.8% | +2.2% | 0.0% |
| 3M | -4.5% | -15.3% | +10.8% | +2.1% |
| 6M | +20.9% | +6.7% | +14.2% | +15.7% |
| YTD | +19.9% | +34.8% | -14.9% | +3.0% |
| 1Y | +41.4% | +49.0% | -7.6% | +15.8% |
| 3Y | +239.2% | +108.1% | +131.1% | +130.7% |
| All | +185.7% | +142.1% | +43.6% | +69.2% |
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