+37.7%
GLD vs ADVB
-97.4%
+135.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.7% |
| 7D | +2.8% | -4.1% | +6.9% | +2.8% |
| 30D | -4.0% | -60.3% | +56.3% | -4.1% |
| 3M | -8.2% | -73.3% | +65.1% | -8.5% |
| 6M | -14.8% | -65.9% | +51.1% | -15.4% |
| YTD | -6.8% | -63.9% | +57.1% | -7.5% |
| 1Y | -2.4% | -74.1% | +71.8% | -3.4% |
| All | +37.7% | -97.4% | +135.1% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling