-43.1%
GLXY vs ADVB
-91.6%
+48.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.5% | +2.4% | -6.8% |
| 7D | -28.4% | -28.0% | -0.4% | -27.8% |
| 30D | -41.4% | -70.2% | +28.8% | -40.3% |
| 3M | -31.9% | -76.1% | +44.2% | -30.6% |
| 6M | -57.2% | -72.3% | +15.1% | -57.5% |
| YTD | -41.9% | -67.5% | +25.5% | -44.0% |
| 1Y | -58.7% | -78.6% | +19.8% | -59.7% |
| All | -43.1% | -91.6% | +48.5% | -34.5% |
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