-88.4%
ADVB vs GWRE
-26.9%
-61.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.0% | -0.4% | -6.0% |
| 7D | -13.0% | -26.2% | +13.2% | -16.2% |
| 30D | +7.5% | -17.8% | +25.2% | +5.2% |
| 3M | +129.1% | +14.2% | +114.9% | +136.7% |
| 6M | +71.7% | -12.9% | +84.6% | +80.4% |
| YTD | +45.5% | -29.2% | +74.8% | +57.1% |
| 1Y | -2.7% | -44.4% | +41.7% | +8.2% |
| All | -88.4% | -26.9% | -61.4% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling