+173.4%
ACGL vs GWRE
+27.1%
+146.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -1.2% | -4.4% | +3.2% | -0.8% |
| 30D | +12.8% | -3.5% | +16.3% | +13.0% |
| 3M | +12.3% | -7.6% | +19.8% | +12.5% |
| 6M | +15.8% | +21.8% | -6.0% | +13.0% |
| YTD | +13.9% | -20.4% | +34.3% | +14.6% |
| 1Y | +19.0% | -27.6% | +46.6% | +20.7% |
| 3Y | +33.7% | +75.7% | -42.0% | +22.7% |
| 5Y | +173.4% | +27.8% | +145.6% | +166.5% |
| All | +173.4% | +27.1% | +146.3% | +166.5% |
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