+35.5%
GFI vs ADVB
-3.0%
+38.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.5% |
| 7D | +4.7% | -13.0% | +17.7% | +4.4% |
| 30D | +14.4% | +7.5% | +7.0% | +14.7% |
| 3M | +32.5% | +129.1% | -96.6% | +37.0% |
| 6M | -7.2% | +71.7% | -78.9% | -4.3% |
| YTD | +10.9% | +45.5% | -34.7% | +13.5% |
| 1Y | +35.5% | -2.7% | +38.2% | +39.6% |
| All | +35.5% | -3.0% | +38.4% | +39.6% |
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