-36.4%
GLXY vs ADVB
-90.9%
+54.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +6.1% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | -28.6% | -61.4% | +32.8% | -27.5% |
| 3M | -28.1% | -67.8% | +39.8% | -27.1% |
| 6M | -52.0% | -66.9% | +14.9% | -52.7% |
| YTD | -35.1% | -64.9% | +29.8% | -37.5% |
| 1Y | -54.0% | -74.8% | +20.7% | -55.3% |
| All | -36.4% | -90.9% | +54.6% | -26.9% |
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 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