+6.8%
GME vs ADVB
-96.8%
+103.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.6% | +24.5% | +0.8% |
| 7D | +2.9% | +27.8% | -24.9% | +3.1% |
| 30D | -4.8% | -50.8% | +46.0% | -5.2% |
| 3M | +39.2% | -70.5% | +109.7% | +38.2% |
| 6M | +17.1% | -46.7% | +63.8% | +15.9% |
| YTD | +28.7% | -56.7% | +85.4% | +26.9% |
| 1Y | +23.3% | -71.8% | +95.1% | +22.1% |
| All | +6.8% | -96.8% | +103.7% | +20.6% |
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