+32.7%
GRMN vs ADVB
-95.9%
+128.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +42.7% | -45.3% | -2.5% |
| 7D | -0.1% | +74.2% | -74.3% | +0.1% |
| 30D | +3.5% | -35.9% | +39.4% | +3.7% |
| 3M | -7.3% | -56.4% | +49.1% | -7.2% |
| 6M | +21.8% | -36.7% | +58.5% | +21.5% |
| YTD | +42.8% | -43.3% | +86.1% | +42.2% |
| 1Y | +46.5% | -63.4% | +109.9% | +48.3% |
| All | +32.7% | -95.9% | +128.5% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling