-43.0%
GDDY vs ADVB
-89.8%
+46.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.5% | +9.2% | +1.8% |
| 7D | -3.2% | -12.3% | +9.1% | -3.2% |
| 30D | +6.8% | +7.8% | -1.0% | +6.8% |
| 3M | +30.5% | +104.2% | -73.8% | +31.5% |
| 6M | +13.3% | +58.1% | -44.8% | +14.0% |
| YTD | -21.0% | +40.2% | -61.2% | -20.0% |
| 1Y | -34.0% | -16.1% | -17.9% | -33.0% |
| All | -43.0% | -89.8% | +46.7% | -34.5% |
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