+184.0%
GEV vs ADVB
-97.4%
+281.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.5% | +3.6% | +7.1% |
| 7D | -3.8% | -1.2% | -2.6% | -3.8% |
| 30D | -17.4% | -61.4% | +44.0% | -16.9% |
| 3M | -16.2% | -67.8% | +51.6% | -15.7% |
| 6M | -20.2% | -66.9% | +46.7% | -20.1% |
| YTD | +27.2% | -64.9% | +92.1% | +26.2% |
| 1Y | +44.6% | -74.8% | +119.3% | +44.7% |
| All | +184.0% | -97.4% | +281.4% | +249.2% |
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