+42.5%
GD vs ADVB
-97.4%
+139.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +2.0% | -2.6% |
| 7D | +3.0% | -29.5% | +32.5% | +3.0% |
| 30D | +10.5% | -66.9% | +77.4% | +11.0% |
| 3M | -5.0% | -73.7% | +68.8% | -4.4% |
| 6M | +5.5% | -64.8% | +70.3% | +5.7% |
| YTD | +10.3% | -64.0% | +74.4% | +10.8% |
| 1Y | +8.2% | -77.0% | +85.1% | +8.3% |
| All | +42.5% | -97.4% | +139.9% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling