-46.0%
GDDY vs ADVB
-88.8%
+42.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.8% | -4.5% | -8.3% |
| 7D | -7.6% | -14.0% | +6.4% | -7.6% |
| 30D | +2.0% | +41.0% | -39.0% | +2.1% |
| 3M | +15.1% | +127.9% | -112.8% | +16.0% |
| 6M | -1.1% | +101.3% | -102.5% | -0.6% |
| YTD | -25.1% | +53.8% | -78.9% | -24.3% |
| 1Y | -37.3% | +4.4% | -41.7% | -36.6% |
| All | -46.0% | -88.8% | +42.7% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling