+295.3%
GH vs ADVB
-97.4%
+392.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +5.2% |
| 7D | -7.0% | -1.2% | -5.8% | -7.0% |
| 30D | -5.2% | -61.4% | +56.2% | -3.7% |
| 3M | -5.8% | -67.8% | +62.1% | -4.2% |
| 6M | +65.9% | -66.9% | +132.8% | +63.9% |
| YTD | +55.5% | -64.9% | +120.4% | +48.5% |
| 1Y | +64.2% | -74.8% | +138.9% | +62.1% |
| All | +295.3% | -97.4% | +392.7% | +464.8% |
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