+56.7%
GH vs ADVB
-77.7%
+134.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.6% |
| 7D | -15.6% | -13.9% | -1.7% | -15.8% |
| 30D | -10.4% | -68.1% | +57.7% | -12.2% |
| 3M | -4.3% | -73.4% | +69.1% | -6.3% |
| 6M | +63.5% | -70.8% | +134.3% | +63.1% |
| YTD | +47.7% | -66.1% | +113.8% | +44.7% |
| 1Y | +56.7% | -77.5% | +134.2% | +58.8% |
| All | +56.7% | -77.7% | +134.4% | +58.8% |
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 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