+834.1%
ACGL vs GWRE
+844.6%
-10.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.8% |
| 3M | +11.8% | -13.4% | +25.2% | +13.2% |
| 6M | +17.5% | +26.0% | -8.5% | +11.4% |
| YTD | +14.3% | -21.3% | +35.6% | +15.5% |
| 1Y | +18.2% | -27.5% | +45.7% | +21.0% |
| 3Y | +33.2% | +72.7% | -39.5% | +14.4% |
| 5Y | +174.3% | +26.4% | +148.0% | +145.1% |
| 10Y | +326.3% | +169.3% | +157.0% | +237.6% |
| All | +834.1% | +844.6% | -10.5% | +588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling