+151.0%
GLW vs ADVB
-97.4%
+248.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.3% |
| 7D | -11.1% | -4.1% | -7.0% | -11.1% |
| 30D | -28.4% | -60.3% | +31.8% | -29.1% |
| 3M | -28.8% | -73.3% | +44.5% | -29.7% |
| 6M | -39.8% | -65.9% | +26.1% | -40.0% |
| YTD | +28.7% | -63.9% | +92.6% | +27.5% |
| 1Y | +27.7% | -74.1% | +101.9% | +28.3% |
| All | +151.0% | -97.4% | +248.3% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling