+39.2%
GD vs ADVB
-97.6%
+136.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.5% | +7.2% | -2.3% |
| 7D | -3.9% | -28.0% | +24.1% | -3.8% |
| 30D | +8.1% | -70.2% | +78.3% | +8.6% |
| 3M | -6.8% | -76.1% | +69.3% | -6.2% |
| 6M | +3.0% | -72.3% | +75.3% | +3.2% |
| YTD | +7.8% | -67.5% | +75.2% | +8.3% |
| 1Y | +5.8% | -78.6% | +84.4% | +6.0% |
| All | +39.2% | -97.6% | +136.8% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling