-1.5%
GTLB vs ADVB
+10.9%
-12.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.8% | -1.6% | -5.4% |
| 7D | +4.6% | -14.0% | +18.6% | +4.5% |
| 30D | +21.0% | +41.0% | -20.0% | +21.2% |
| 3M | +51.7% | +127.9% | -76.2% | +48.9% |
| 6M | +89.3% | +101.3% | -12.1% | +84.3% |
| YTD | +25.6% | +53.8% | -28.1% | +22.6% |
| 1Y | -1.5% | +4.4% | -6.0% | -4.7% |
| All | -1.5% | +10.9% | -12.4% | -4.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling