-87.2%
ADVB vs GWRE
-16.5%
-70.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.9% | +19.2% | -3.5% |
| 7D | -3.8% | -21.1% | +17.3% | -6.6% |
| 30D | +17.6% | +1.3% | +16.3% | +19.1% |
| 3M | +119.1% | +7.4% | +111.7% | +132.5% |
| 6M | +103.4% | +5.6% | +97.8% | +115.6% |
| YTD | +59.8% | -19.2% | +79.0% | +75.6% |
| 1Y | +8.5% | -25.1% | +33.7% | +17.8% |
| All | -87.2% | -16.5% | -70.7% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling