+20.9%
GNRC vs ADVB
-76.7%
+97.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.5% | -5.0% | -9.6% |
| 7D | -6.0% | -29.5% | +23.6% | -6.4% |
| 30D | -12.0% | -66.9% | +54.9% | -13.5% |
| 3M | -13.4% | -73.7% | +60.3% | -15.0% |
| 6M | -26.4% | -64.8% | +38.4% | -27.0% |
| YTD | +38.8% | -64.0% | +102.9% | +42.2% |
| 1Y | +20.9% | -77.0% | +97.9% | +30.3% |
| All | +20.9% | -76.7% | +97.6% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling