+153.3%
ACGL vs GWRE
+15.1%
+138.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.0% | -13.2% | +11.2% | -0.9% |
| 30D | -1.2% | -18.6% | +17.3% | +0.2% |
| 3M | +5.4% | +18.9% | -13.5% | +3.7% |
| 6M | +1.4% | -11.0% | +12.3% | +1.2% |
| YTD | +0.2% | -29.9% | +30.1% | +2.0% |
| 1Y | +4.1% | -44.3% | +48.5% | +8.2% |
| 3Y | +28.2% | +51.7% | -23.4% | +18.9% |
| All | +153.3% | +15.1% | +138.3% | +144.8% |
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