+2.8%
GLD vs ADVB
-76.7%
+79.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +3.7% |
| 7D | -0.3% | -29.5% | +29.3% | -0.1% |
| 30D | -1.9% | -66.9% | +65.0% | -1.4% |
| 3M | -0.4% | -73.7% | +73.3% | 0.0% |
| 6M | -10.2% | -64.8% | +54.6% | -11.3% |
| YTD | -6.0% | -64.0% | +58.0% | -7.5% |
| 1Y | +2.8% | -77.0% | +79.8% | +5.2% |
| All | +2.8% | -76.7% | +79.5% | +5.2% |
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