-50.7%
GFS vs ADVB
-67.7%
+17.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.5% | -0.3% | -10.0% |
| 7D | -20.7% | -28.0% | +7.3% | -21.3% |
| 30D | -25.2% | -70.2% | +45.0% | -27.9% |
| 3M | -26.3% | -76.1% | +49.8% | -29.1% |
| 6M | -50.7% | -72.3% | +21.6% | -53.0% |
| All | -50.7% | -67.7% | +17.0% | -53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling