+31.1%
GWW vs ADVB
-88.8%
+119.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.7% |
| 7D | -1.5% | -14.0% | +12.5% | -1.5% |
| 30D | +1.1% | +41.0% | -39.9% | +1.2% |
| 3M | -1.0% | +127.9% | -128.9% | -1.0% |
| 6M | +16.3% | +101.3% | -85.0% | +16.3% |
| YTD | +28.5% | +53.8% | -25.3% | +28.9% |
| 1Y | +30.3% | +4.4% | +25.9% | +30.7% |
| All | +31.1% | -88.8% | +119.9% | +40.3% |
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