+273.1%
ACGL vs GWRE
+129.6%
+143.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -3.6% | -30.9% | +27.3% | +2.3% |
| 30D | -2.1% | -20.7% | +18.6% | +1.3% |
| 3M | +5.4% | +20.2% | -14.8% | +0.7% |
| 6M | 0.0% | -11.9% | +11.9% | -0.1% |
| YTD | +0.3% | -30.3% | +30.6% | +4.5% |
| 1Y | +6.2% | -44.6% | +50.8% | +15.7% |
| 3Y | +30.9% | +48.8% | -17.9% | +9.2% |
| 5Y | +159.8% | +14.8% | +145.0% | +130.0% |
| All | +273.1% | +129.6% | +143.5% | +170.1% |
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 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