-18.0%
GIS vs ADVB
+5.8%
-23.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -7.8% | -3.8% | -4.1% | -7.9% |
| 30D | +6.6% | +17.6% | -11.0% | +6.8% |
| 3M | +21.0% | +119.1% | -98.2% | +21.9% |
| 6M | -9.1% | +103.4% | -112.4% | -7.6% |
| YTD | -13.6% | +59.8% | -73.5% | -12.3% |
| 1Y | -18.0% | +8.5% | -26.6% | -16.2% |
| All | -18.0% | +5.8% | -23.9% | -16.2% |
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