-0.6%
GPN vs ADVB
-97.5%
+96.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +2.5% |
| 7D | +0.6% | -13.9% | +14.5% | +0.7% |
| 30D | +20.1% | -68.1% | +88.2% | +21.8% |
| 3M | +11.4% | -73.4% | +84.8% | +13.1% |
| 6M | +40.8% | -70.8% | +111.6% | +39.4% |
| YTD | +27.1% | -66.1% | +93.2% | +26.4% |
| 1Y | +29.2% | -77.5% | +106.7% | +31.3% |
| All | -0.6% | -97.5% | +96.9% | +26.0% |
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