+57.7%
GS vs ADVB
-97.6%
+155.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.5% | +3.2% | -6.2% |
| 7D | -6.3% | -28.0% | +21.7% | -5.9% |
| 30D | -3.1% | -70.2% | +67.1% | -1.8% |
| 3M | -17.7% | -76.1% | +58.4% | -16.4% |
| 6M | -4.6% | -72.3% | +67.8% | -4.4% |
| YTD | +0.3% | -67.5% | +67.8% | -0.6% |
| 1Y | +11.7% | -78.6% | +90.3% | +12.3% |
| All | +57.7% | -97.6% | +155.3% | +85.6% |
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