+65.8%
GS vs ADVB
-95.9%
+161.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +42.7% | -44.1% | -2.0% |
| 7D | +5.1% | +74.2% | -69.1% | +4.3% |
| 30D | +2.4% | -35.9% | +38.3% | +2.7% |
| 3M | -11.5% | -56.4% | +45.0% | -10.9% |
| 6M | -2.5% | -36.7% | +34.2% | -3.8% |
| YTD | +5.5% | -43.3% | +48.8% | +3.6% |
| 1Y | +11.0% | -63.4% | +74.4% | +10.8% |
| All | +65.8% | -95.9% | +161.7% | +93.5% |
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