-96.8%
ADVB vs GWRE
-18.7%
-78.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.2% | +10.2% |
| 7D | +10.5% | -7.3% | +17.8% | +9.4% |
| 30D | -56.0% | -4.0% | -52.0% | -56.2% |
| 3M | -70.1% | -10.5% | -59.7% | -70.4% |
| 6M | -53.7% | +17.7% | -71.4% | -51.4% |
| YTD | -60.3% | -21.3% | -39.0% | -56.5% |
| 1Y | -73.1% | -28.0% | -45.2% | -70.2% |
| All | -96.8% | -18.7% | -78.1% | -97.1% |
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