+40.7%
GLDM vs ADVB
-97.6%
+138.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.5% | +10.4% | +0.8% |
| 7D | +1.9% | -28.0% | +29.9% | +1.9% |
| 30D | -1.7% | -70.2% | +68.5% | -1.8% |
| 3M | -3.5% | -76.1% | +72.5% | -3.7% |
| 6M | -10.1% | -72.3% | +62.2% | -10.6% |
| YTD | -5.0% | -67.5% | +62.4% | -5.8% |
| 1Y | +2.8% | -78.6% | +81.3% | +1.6% |
| All | +40.7% | -97.6% | +138.3% | +43.1% |
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