+39.7%
GD vs ADVB
-88.3%
+128.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -5.3% | -3.8% | -1.5% | -5.2% |
| 30D | -6.4% | +17.6% | -24.0% | -6.6% |
| 3M | +5.7% | +119.1% | -113.4% | +5.2% |
| 6M | -0.9% | +103.4% | -104.3% | -1.2% |
| YTD | +8.2% | +59.8% | -51.7% | +7.9% |
| 1Y | +13.4% | +8.5% | +4.9% | +13.0% |
| All | +39.7% | -88.3% | +128.1% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling