+21.7%
GPN vs ADVB
-76.7%
+98.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -2.0% |
| 7D | +15.0% | -29.5% | +44.5% | +14.8% |
| 30D | +16.9% | -66.9% | +83.8% | +16.5% |
| 3M | +9.2% | -73.7% | +82.9% | +8.8% |
| 6M | +34.7% | -64.8% | +99.5% | +32.6% |
| YTD | +25.4% | -64.0% | +89.4% | +29.8% |
| 1Y | +21.7% | -77.0% | +98.7% | +27.7% |
| All | +21.7% | -76.7% | +98.4% | +27.7% |
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