+2.5%
GFS vs ADVB
-79.1%
+81.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.5% | -0.3% | -9.9% |
| 7D | -20.7% | -28.0% | +7.3% | -20.9% |
| 30D | -25.2% | -70.2% | +45.0% | -26.4% |
| 3M | -26.3% | -76.1% | +49.8% | -27.5% |
| 6M | -50.7% | -72.3% | +21.6% | -51.0% |
| YTD | +4.5% | -67.5% | +72.0% | +4.8% |
| 1Y | +2.5% | -78.6% | +81.0% | +4.9% |
| All | +2.5% | -79.1% | +81.5% | +4.9% |
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