-14.5%
GTLB vs ADVB
-88.3%
+73.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +11.1% | -3.8% | +14.8% | +11.1% |
| 30D | +37.8% | +17.6% | +20.2% | +37.4% |
| 3M | +61.6% | +119.1% | -57.6% | +55.5% |
| 6M | +98.9% | +103.4% | -4.5% | +89.3% |
| YTD | +32.8% | +59.8% | -27.1% | +27.3% |
| 1Y | +14.7% | +8.5% | +6.1% | +9.9% |
| All | -14.5% | -88.3% | +73.9% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling