+88.5%
GS vs ADVB
-88.3%
+176.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +0.9% | -3.8% | +4.7% | +1.0% |
| 30D | -1.6% | +17.6% | -19.1% | -1.8% |
| 3M | -4.5% | +119.1% | -123.6% | -6.9% |
| 6M | +20.9% | +103.4% | -82.5% | +16.6% |
| YTD | +19.9% | +59.8% | -40.0% | +16.7% |
| 1Y | +41.4% | +8.5% | +32.9% | +38.6% |
| All | +88.5% | -88.3% | +176.8% | +117.9% |
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