-20.1%
GIS vs ADVB
+10.9%
-31.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.6% |
| 7D | -8.3% | -14.0% | +5.7% | -8.4% |
| 30D | +2.2% | +41.0% | -38.8% | +2.6% |
| 3M | +15.7% | +127.9% | -112.2% | +16.5% |
| 6M | -12.0% | +101.3% | -113.3% | -10.6% |
| YTD | -15.0% | +53.8% | -68.7% | -13.7% |
| 1Y | -20.1% | +4.4% | -24.5% | -18.5% |
| All | -20.1% | +10.9% | -31.0% | -18.5% |
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