+47.5%
GWW vs ADVB
-97.4%
+144.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | +0.7% |
| 7D | +5.3% | -1.2% | +6.5% | +5.3% |
| 30D | +12.4% | -61.4% | +73.8% | +12.3% |
| 3M | +13.7% | -67.8% | +81.6% | +13.6% |
| 6M | +18.0% | -66.9% | +84.9% | +18.2% |
| YTD | +44.6% | -64.9% | +109.5% | +44.7% |
| 1Y | +53.1% | -74.8% | +127.9% | +54.0% |
| All | +47.5% | -97.4% | +144.9% | +57.5% |
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