+831.0%
ACGL vs GWRE
+855.3%
-24.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -1.2% | -4.4% | +3.2% | -0.6% |
| 30D | +12.8% | -3.5% | +16.3% | +13.2% |
| 3M | +12.3% | -7.6% | +19.8% | +12.6% |
| 6M | +15.8% | +21.8% | -6.0% | +10.5% |
| YTD | +13.9% | -20.4% | +34.3% | +15.0% |
| 1Y | +19.0% | -27.6% | +46.6% | +21.9% |
| 3Y | +33.7% | +75.7% | -42.0% | +14.5% |
| 5Y | +173.4% | +27.8% | +145.6% | +143.9% |
| 10Y | +324.9% | +172.4% | +152.5% | +235.9% |
| All | +831.0% | +855.3% | -24.3% | +585.0% |
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