+8.5%
ADVB vs GWRE
-25.4%
+33.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.9% | +19.2% | -5.4% |
| 7D | -3.8% | -21.1% | +17.3% | -8.6% |
| 30D | +17.6% | +1.3% | +16.3% | +20.2% |
| 3M | +119.1% | +7.4% | +111.7% | +139.8% |
| 6M | +103.4% | +5.6% | +97.8% | +123.2% |
| YTD | +59.8% | -19.2% | +79.0% | +72.0% |
| 1Y | +8.5% | -25.1% | +33.7% | +15.4% |
| All | +8.5% | -25.4% | +33.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling