+156.0%
GFI vs ADVB
-88.8%
+244.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.5% |
| 7D | +5.7% | -14.0% | +19.6% | +5.4% |
| 30D | +15.6% | +41.0% | -25.4% | +16.3% |
| 3M | +31.5% | +127.9% | -96.4% | +34.5% |
| 6M | -3.7% | +101.3% | -105.1% | -1.4% |
| YTD | +11.2% | +53.8% | -42.5% | +13.5% |
| 1Y | +36.4% | +4.4% | +32.0% | +37.5% |
| All | +156.0% | -88.8% | +244.8% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling