+51.7%
GWW vs ADVB
-96.8%
+148.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -23.6% | +22.7% | -0.9% |
| 7D | +3.6% | +27.8% | -24.2% | +3.6% |
| 30D | +12.1% | -50.8% | +62.9% | +12.0% |
| 3M | +12.9% | -70.5% | +83.4% | +12.8% |
| 6M | +19.3% | -46.7% | +66.0% | +19.3% |
| YTD | +48.7% | -56.7% | +105.4% | +48.9% |
| 1Y | +60.5% | -71.8% | +132.3% | +61.9% |
| All | +51.7% | -96.8% | +148.6% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling