+11.5%
GFS vs ADVB
-95.9%
+107.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +42.7% | -43.2% | -1.2% |
| 7D | +17.2% | +74.2% | -57.0% | +16.0% |
| 30D | -8.7% | -35.9% | +27.1% | -8.9% |
| 3M | -19.7% | -56.4% | +36.8% | -19.7% |
| 6M | -40.7% | -36.7% | -4.0% | -42.3% |
| YTD | +22.5% | -43.3% | +65.9% | +18.3% |
| 1Y | +25.2% | -63.4% | +88.6% | +24.2% |
| All | +11.5% | -95.9% | +107.3% | +30.0% |
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