-17.4%
GTLB vs ADVB
-97.5%
+80.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.9% |
| 7D | -11.1% | -13.9% | +2.8% | -10.9% |
| 30D | -7.5% | -68.1% | +60.6% | -6.4% |
| 3M | +34.8% | -73.4% | +108.2% | +36.4% |
| 6M | +98.0% | -70.8% | +168.8% | +94.5% |
| YTD | +28.1% | -66.1% | +94.2% | +24.8% |
| 1Y | +5.6% | -77.5% | +83.1% | +3.8% |
| All | -17.4% | -97.5% | +80.1% | 0.0% |
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