+74.1%
AA vs GWRE
+50.1%
+24.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -3.4% | -13.2% | +9.8% | -1.0% |
| 30D | -5.8% | -18.6% | +12.8% | -3.0% |
| 3M | -29.9% | +18.9% | -48.8% | -34.3% |
| 6M | -27.0% | -11.0% | -16.1% | -27.2% |
| YTD | -8.7% | -29.9% | +21.2% | -2.8% |
| 1Y | +50.6% | -44.3% | +95.0% | +73.1% |
| 3Y | +74.1% | +51.7% | +22.4% | +29.2% |
| All | +74.1% | +50.1% | +24.0% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling