-10.0%
GPN vs ADVB
-95.9%
+85.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +42.7% | -54.7% | -11.8% |
| 7D | -7.1% | +74.2% | -81.4% | -7.1% |
| 30D | +7.7% | -35.9% | +43.6% | +8.9% |
| 3M | -0.1% | -56.4% | +56.3% | +1.5% |
| 6M | +29.4% | -36.7% | +66.1% | +28.2% |
| YTD | +15.1% | -43.3% | +58.4% | +14.5% |
| 1Y | +15.4% | -63.4% | +78.8% | +17.6% |
| All | -10.0% | -95.9% | +85.9% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling