+5.9%
ABT vs GWRE
+50.1%
-44.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -5.9% | -13.2% | +7.3% | -4.8% |
| 30D | -8.1% | -18.6% | +10.5% | -6.9% |
| 3M | +14.5% | +18.9% | -4.4% | +12.4% |
| 6M | -6.3% | -11.0% | +4.7% | -6.7% |
| YTD | -17.1% | -29.9% | +12.8% | -16.2% |
| 1Y | -21.4% | -44.3% | +23.0% | -19.3% |
| 3Y | +5.9% | +51.7% | -45.7% | -2.1% |
| All | +5.9% | +50.1% | -44.2% | -2.1% |
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