-44.0%
GDDY vs ADVB
-88.9%
+44.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.2% | +3.0% |
| 7D | -7.0% | -5.9% | -1.2% | -7.0% |
| 30D | +6.2% | +13.9% | -7.7% | +6.2% |
| 3M | +20.0% | +127.3% | -107.3% | +21.0% |
| 6M | +6.8% | +77.0% | -70.2% | +7.4% |
| YTD | -22.3% | +51.5% | -73.9% | -21.4% |
| 1Y | -33.5% | -11.3% | -22.2% | -32.4% |
| All | -44.0% | -88.9% | +44.9% | -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 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