+324.9%
ACGL vs GWRE
+167.6%
+157.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.5% |
| 7D | +2.2% | -2.0% | +4.1% | +2.5% |
| 30D | +12.3% | -4.1% | +16.4% | +12.9% |
| 3M | +11.8% | -13.4% | +25.2% | +13.5% |
| 6M | +17.5% | +26.0% | -8.5% | +10.0% |
| YTD | +14.3% | -21.3% | +35.6% | +16.1% |
| 1Y | +18.2% | -27.5% | +45.7% | +21.9% |
| 3Y | +33.2% | +72.7% | -39.5% | +7.5% |
| 5Y | +174.3% | +26.4% | +148.0% | +139.4% |
| All | +324.9% | +167.6% | +157.4% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling