+8.4%
GFI vs ADVB
-76.7%
+85.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.9% | +6.3% |
| 7D | +1.4% | -29.5% | +31.0% | +1.3% |
| 30D | +3.0% | -66.9% | +69.8% | +2.4% |
| 3M | +10.2% | -73.7% | +83.9% | +9.5% |
| 6M | -10.1% | -64.8% | +54.7% | -11.8% |
| YTD | -11.4% | -64.0% | +52.6% | -12.9% |
| 1Y | +8.4% | -77.0% | +85.4% | +18.1% |
| All | +8.4% | -76.7% | +85.1% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling