+3.5%
GPC vs ADVB
-97.5%
+101.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -1.3% |
| 7D | +1.6% | -13.9% | +15.5% | +1.6% |
| 30D | -2.1% | -68.1% | +66.0% | -1.4% |
| 3M | -6.8% | -73.4% | +66.6% | -6.1% |
| 6M | +18.6% | -70.8% | +89.4% | +18.9% |
| YTD | +2.7% | -66.1% | +68.8% | +2.6% |
| 1Y | +1.8% | -77.5% | +79.3% | +3.1% |
| All | +3.5% | -97.5% | +101.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling