+46.5%
GWW vs ADVB
-97.5%
+144.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.7% |
| 7D | +6.0% | -13.9% | +19.9% | +6.0% |
| 30D | +14.0% | -68.1% | +82.1% | +13.9% |
| 3M | +12.5% | -73.4% | +85.9% | +12.4% |
| 6M | +23.6% | -70.8% | +94.4% | +23.9% |
| YTD | +43.6% | -66.1% | +109.7% | +43.7% |
| 1Y | +52.5% | -77.5% | +130.0% | +53.6% |
| All | +46.5% | -97.5% | +144.1% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling