+45.3%
GNRC vs ADVB
-88.8%
+134.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.5% |
| 7D | +4.8% | -14.0% | +18.8% | +4.7% |
| 30D | -10.4% | +41.0% | -51.3% | -10.1% |
| 3M | -28.5% | +127.9% | -156.4% | -28.2% |
| 6M | -6.8% | +101.3% | -108.1% | -6.5% |
| YTD | +39.5% | +53.8% | -14.3% | +40.9% |
| 1Y | +3.4% | +4.4% | -1.0% | +4.2% |
| All | +45.3% | -88.8% | +134.1% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling