+47.0%
GRMN vs ADVB
-75.5%
+122.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.0% |
| 7D | +6.3% | -4.1% | +10.4% | +6.3% |
| 30D | +7.6% | -60.3% | +67.8% | +6.1% |
| 3M | -7.5% | -73.3% | +65.9% | -9.2% |
| 6M | +21.2% | -65.9% | +87.1% | +21.4% |
| YTD | +44.0% | -63.9% | +107.9% | +46.1% |
| All | +47.0% | -75.5% | +122.4% | +52.1% |
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 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