+736.0%
ACGL vs GWRE
+869.7%
-133.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.9% | +18.2% | +1.2% |
| 7D | -0.7% | -21.1% | +20.3% | +2.4% |
| 30D | -1.0% | +1.3% | -2.3% | -1.7% |
| 3M | +11.0% | +7.4% | +3.6% | +8.7% |
| 6M | -0.3% | +5.6% | -5.9% | -3.0% |
| YTD | +2.3% | -19.2% | +21.5% | +3.4% |
| 1Y | +6.4% | -25.1% | +31.5% | +8.2% |
| 3Y | +34.0% | +87.7% | -53.7% | +13.7% |
| 5Y | +161.6% | +32.0% | +129.6% | +132.7% |
| 10Y | +278.6% | +157.8% | +120.8% | +201.5% |
| All | +736.0% | +869.7% | -133.6% | +516.0% |
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 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