-11.3%
ABT vs GWRE
+15.1%
-26.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -5.9% | -13.2% | +7.3% | -4.1% |
| 30D | -8.1% | -18.6% | +10.5% | -6.1% |
| 3M | +14.5% | +18.9% | -4.4% | +10.8% |
| 6M | -6.3% | -11.0% | +4.7% | -6.5% |
| YTD | -17.1% | -29.9% | +12.8% | -14.6% |
| 1Y | -21.4% | -44.3% | +23.0% | -16.2% |
| 3Y | +5.9% | +51.7% | -45.7% | -9.8% |
| All | -11.3% | +15.1% | -26.3% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling