+5.7%
GME vs ADVB
-97.4%
+103.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +1.9% |
| 7D | +5.8% | -1.2% | +7.0% | +5.8% |
| 30D | -3.7% | -61.4% | +57.7% | -4.2% |
| 3M | +33.6% | -67.8% | +101.4% | +32.6% |
| 6M | +5.4% | -66.9% | +72.3% | +4.5% |
| YTD | +27.4% | -64.9% | +92.3% | +25.4% |
| 1Y | +19.0% | -74.8% | +93.8% | +17.6% |
| All | +5.7% | -97.4% | +103.2% | +19.3% |
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