+17.5%
GFS vs ADVB
-74.4%
+91.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +4.9% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | -16.0% | -61.4% | +45.4% | -17.1% |
| 3M | -24.7% | -67.8% | +43.1% | -25.8% |
| 6M | -45.1% | -66.9% | +21.8% | -45.5% |
| YTD | +16.5% | -64.9% | +81.4% | +17.0% |
| All | +17.5% | -74.4% | +91.9% | +19.4% |
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