-38.1%
GLXY vs ADVB
-90.7%
+52.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -2.8% |
| 7D | -16.2% | -4.1% | -12.1% | -16.0% |
| 30D | -30.6% | -60.3% | +29.7% | -29.6% |
| 3M | -27.7% | -73.3% | +45.6% | -26.6% |
| 6M | -53.3% | -65.9% | +12.6% | -54.0% |
| YTD | -36.9% | -63.9% | +27.0% | -39.3% |
| 1Y | -55.6% | -74.1% | +18.5% | -56.9% |
| All | -38.1% | -90.7% | +52.5% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling