+38.3%
GD vs ADVB
-97.5%
+135.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.9% | -0.7% |
| 7D | -5.0% | -13.9% | +8.9% | -4.9% |
| 30D | +8.9% | -68.1% | +77.0% | +9.4% |
| 3M | -8.0% | -73.4% | +65.3% | -7.6% |
| 6M | +2.9% | -70.8% | +73.7% | +3.1% |
| YTD | +7.1% | -66.1% | +73.2% | +7.6% |
| 1Y | +5.9% | -77.5% | +83.4% | +6.1% |
| All | +38.3% | -97.5% | +135.8% | +34.8% |
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