+30.3%
GWW vs ADVB
+10.9%
+19.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.7% |
| 7D | -1.5% | -14.0% | +12.5% | -1.7% |
| 30D | +1.1% | +41.0% | -39.9% | +1.6% |
| 3M | -1.0% | +127.9% | -128.9% | +1.4% |
| 6M | +16.3% | +101.3% | -85.0% | +20.0% |
| YTD | +28.5% | +53.8% | -25.3% | +32.1% |
| 1Y | +30.3% | +4.4% | +25.9% | +32.7% |
| All | +30.3% | +10.9% | +19.4% | +32.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling