+1,710.5%
GS vs ADI
+3,145.0%
-1,434.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.1% | +4.8% | -2.0% |
| 7D | -6.3% | -16.7% | +10.3% | +0.4% |
| 30D | -3.1% | -14.2% | +11.0% | +2.5% |
| 3M | -17.7% | -4.1% | -13.5% | -16.7% |
| 6M | -4.6% | -10.3% | +5.7% | -1.6% |
| YTD | +0.3% | +34.3% | -34.0% | -12.1% |
| 1Y | +11.7% | +54.9% | -43.2% | -7.4% |
| 3Y | +183.6% | +125.3% | +58.3% | +98.4% |
| 5Y | +141.0% | +113.1% | +27.9% | +68.9% |
| 10Y | +507.4% | +584.5% | -77.1% | +167.3% |
| All | +1,710.5% | +3,145.0% | -1,434.5% | +280.1% |
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