+6.9%
GLW vs ADVB
+73.8%
-66.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.7% |
| 7D | +3.8% | -3.8% | +7.5% | +3.7% |
| 30D | -1.3% | +17.6% | -18.9% | -0.5% |
| 3M | -21.8% | +119.1% | -140.9% | -18.6% |
| 6M | +6.9% | +103.4% | -96.5% | +8.7% |
| All | +6.9% | +73.8% | -66.9% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling