+232.4%
GEV vs ADVB
-88.8%
+321.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +3.1% |
| 7D | +8.1% | -14.0% | +22.1% | +8.2% |
| 30D | -1.9% | +41.0% | -42.9% | -2.2% |
| 3M | +4.1% | +127.9% | -123.9% | +2.2% |
| 6M | +23.2% | +101.3% | -78.1% | +20.6% |
| YTD | +48.9% | +53.8% | -4.9% | +46.4% |
| 1Y | +62.2% | +4.4% | +57.8% | +59.4% |
| All | +232.4% | -88.8% | +321.2% | +305.2% |
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