+16.4%
GPC vs ADVB
-88.3%
+104.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.2% | -3.8% | +5.0% | +1.2% |
| 30D | +6.0% | +17.6% | -11.6% | +5.8% |
| 3M | +42.6% | +119.1% | -76.5% | +40.9% |
| 6M | +22.8% | +103.4% | -80.6% | +21.0% |
| YTD | +15.5% | +59.8% | -44.4% | +14.4% |
| 1Y | +2.0% | +8.5% | -6.5% | +1.7% |
| All | +16.4% | -88.3% | +104.7% | +33.1% |
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