+175.0%
GEV vs ADVB
-96.8%
+271.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -23.6% | +21.7% | -1.5% |
| 7D | +3.7% | +27.8% | -24.0% | +3.3% |
| 30D | -14.7% | -50.8% | +36.1% | -14.5% |
| 3M | -23.4% | -70.5% | +47.1% | -23.1% |
| 6M | -24.3% | -46.7% | +22.4% | -25.0% |
| YTD | +23.2% | -56.7% | +79.9% | +21.7% |
| 1Y | +44.2% | -71.8% | +116.0% | +44.2% |
| All | +175.0% | -96.8% | +271.9% | +236.8% |
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