-33.4%
GLXY vs ADVB
-85.4%
+51.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +42.7% | -47.6% | -6.1% |
| 7D | +16.9% | +74.2% | -57.3% | +14.8% |
| 30D | -23.0% | -35.9% | +12.9% | -23.1% |
| 3M | -28.0% | -56.4% | +28.5% | -28.0% |
| 6M | -51.6% | -36.7% | -14.9% | -53.4% |
| YTD | -32.1% | -43.3% | +11.2% | -35.7% |
| 1Y | -51.5% | -63.4% | +11.9% | -53.6% |
| All | -33.4% | -85.4% | +51.9% | -24.8% |
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