+61.0%
AA vs GWRE
-25.4%
+86.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -19.9% | +17.8% | -0.4% |
| 7D | -0.7% | -21.1% | +20.4% | +1.1% |
| 30D | +5.0% | +1.3% | +3.7% | +4.6% |
| 3M | -35.8% | +7.4% | -43.3% | -36.5% |
| 6M | -18.4% | +5.6% | -24.0% | -18.8% |
| YTD | -5.5% | -19.2% | +13.7% | -0.9% |
| 1Y | +61.0% | -25.1% | +86.1% | +74.2% |
| All | +61.0% | -25.4% | +86.4% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling