+12.1%
GEN vs ADVB
-97.5%
+109.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.9% | -2.6% |
| 7D | +2.3% | -13.9% | +16.2% | +2.0% |
| 30D | +33.1% | -68.1% | +101.2% | +30.7% |
| 3M | +6.5% | -73.4% | +79.9% | +4.5% |
| 6M | +53.8% | -70.8% | +124.6% | +51.1% |
| YTD | +11.2% | -66.1% | +77.3% | +9.7% |
| 1Y | +19.4% | -77.5% | +96.9% | +18.2% |
| All | +12.1% | -97.5% | +109.6% | +18.0% |
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 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