+61.2%
GH vs ADVB
-72.7%
+133.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -23.6% | +21.5% | -2.3% |
| 7D | +0.6% | +27.8% | -27.2% | +1.0% |
| 30D | -6.9% | -50.8% | +43.9% | -8.0% |
| 3M | -4.9% | -70.5% | +65.6% | -6.9% |
| 6M | +54.1% | -46.7% | +100.8% | +52.4% |
| YTD | +48.5% | -56.7% | +105.2% | +46.4% |
| 1Y | +61.2% | -71.8% | +132.9% | +65.1% |
| All | +61.2% | -72.7% | +133.8% | +65.1% |
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