+1.8%
GLD vs ADVB
-77.7%
+79.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.8% |
| 7D | +4.7% | -13.9% | +18.6% | +4.8% |
| 30D | -0.9% | -68.1% | +67.2% | -0.4% |
| 3M | -4.4% | -73.4% | +69.0% | -4.0% |
| 6M | -13.6% | -70.8% | +57.2% | -14.3% |
| YTD | -6.0% | -66.1% | +60.1% | -7.5% |
| 1Y | +1.8% | -77.5% | +79.3% | +3.9% |
| All | +1.8% | -77.7% | +79.4% | +3.9% |
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