+301.8%
GH vs ADVB
-88.3%
+390.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -0.1% | -3.8% | +3.7% | 0.0% |
| 30D | -1.1% | +17.6% | -18.7% | -1.5% |
| 3M | +21.3% | +119.1% | -97.8% | +14.0% |
| 6M | +73.5% | +103.4% | -29.9% | +57.8% |
| YTD | +58.0% | +59.8% | -1.8% | +47.3% |
| 1Y | +163.1% | +8.5% | +154.5% | +153.2% |
| All | +301.8% | -88.3% | +390.1% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling