-6.0%
GAP vs ADVB
-73.6%
+67.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.1% |
| 7D | -0.1% | -4.1% | +4.0% | -0.2% |
| 30D | -5.4% | -60.3% | +54.8% | -8.5% |
| 3M | +2.9% | -73.3% | +76.2% | -1.7% |
| 6M | -4.4% | -65.9% | +61.5% | -1.9% |
| YTD | -11.6% | -63.9% | +52.3% | -4.0% |
| 1Y | -6.0% | -74.1% | +68.1% | +4.2% |
| All | -6.0% | -73.6% | +67.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling