-16.1%
ADVB vs GWRE
-44.7%
+28.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.6% | -8.1% | -7.3% |
| 7D | -12.3% | -13.2% | +1.0% | -15.0% |
| 30D | +7.8% | -18.6% | +26.3% | +3.9% |
| 3M | +104.2% | +18.9% | +85.3% | +119.3% |
| 6M | +58.1% | -11.0% | +69.1% | +70.4% |
| YTD | +40.2% | -29.9% | +70.1% | +52.3% |
| 1Y | -16.1% | -44.3% | +28.3% | -12.0% |
| All | -16.1% | -44.7% | +28.6% | -12.0% |
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