+2,064.0%
GS vs ADI
+3,156.2%
-1,092.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -1.6% | -3.8% | +2.2% | -0.1% |
| 3M | -4.5% | -15.3% | +10.8% | +1.6% |
| 6M | +20.9% | +6.7% | +14.2% | +16.7% |
| YTD | +19.9% | +34.8% | -14.9% | +5.4% |
| 1Y | +41.4% | +49.0% | -7.6% | +19.2% |
| 3Y | +239.2% | +108.1% | +131.1% | +145.4% |
| 5Y | +185.0% | +142.4% | +42.6% | +90.7% |
| 10Y | +655.0% | +589.9% | +65.0% | +232.3% |
| All | +2,064.0% | +3,156.2% | -1,092.1% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling