+125.0%
AA vs GWRE
+749.2%
-624.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -0.4% |
| 7D | -0.6% | -26.2% | +25.6% | +8.0% |
| 30D | -1.6% | -17.8% | +16.2% | +3.0% |
| 3M | -29.8% | +14.2% | -44.0% | -34.9% |
| 6M | -16.6% | -12.9% | -3.7% | -17.2% |
| YTD | -4.0% | -29.2% | +25.2% | +1.3% |
| 1Y | +63.5% | -44.4% | +107.9% | +87.9% |
| 3Y | +86.8% | +51.1% | +35.7% | +44.7% |
| 5Y | +12.4% | +16.5% | -4.2% | -7.8% |
| 10Y | +132.3% | +131.6% | +0.7% | +51.7% |
| All | +125.0% | +749.2% | -624.2% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling