+275.6%
GH vs ADVB
-97.5%
+373.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.8% |
| 7D | -15.6% | -13.9% | -1.7% | -15.4% |
| 30D | -10.4% | -68.1% | +57.7% | -8.7% |
| 3M | -4.3% | -73.4% | +69.1% | -2.3% |
| 6M | +63.5% | -70.8% | +134.3% | +62.7% |
| YTD | +47.7% | -66.1% | +113.8% | +41.2% |
| 1Y | +56.7% | -77.5% | +134.2% | +56.4% |
| All | +275.6% | -97.5% | +373.1% | +437.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling