+285.3%
GH vs ADVB
-97.1%
+382.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.3% | -0.6% |
| 7D | -8.2% | +10.5% | -18.7% | -8.4% |
| 30D | -4.9% | -56.0% | +51.1% | -3.7% |
| 3M | -6.2% | -70.1% | +63.9% | -4.5% |
| 6M | +60.0% | -53.7% | +113.7% | +55.2% |
| YTD | +51.5% | -60.3% | +111.8% | +44.4% |
| 1Y | +58.4% | -73.1% | +131.6% | +57.2% |
| All | +285.3% | -97.1% | +382.4% | +449.0% |
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