-7.2%
GLD vs ADVB
-72.7%
+65.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.6% | +23.7% | +0.2% |
| 7D | -4.6% | +27.8% | -32.4% | -4.7% |
| 30D | -5.5% | -50.8% | +45.3% | -5.2% |
| 3M | -10.9% | -70.5% | +59.6% | -10.5% |
| 6M | -17.4% | -46.7% | +29.3% | -18.8% |
| YTD | -10.3% | -56.7% | +46.4% | -11.9% |
| 1Y | -7.2% | -71.8% | +64.6% | -5.2% |
| All | -7.2% | -72.7% | +65.5% | -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