+33.4%
AG vs GWRE
-24.5%
+57.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.9% | +3.2% | +8.7% |
| 7D | -2.6% | +2.2% | -4.8% | -2.8% |
| 30D | -12.1% | +4.5% | -16.6% | -12.7% |
| 3M | -6.6% | +6.4% | -13.0% | -7.9% |
| 6M | -20.5% | +18.8% | -39.3% | -22.1% |
| YTD | -7.4% | -15.1% | +7.7% | +14.1% |
| 1Y | +33.4% | -23.4% | +56.8% | +91.9% |
| All | +33.4% | -24.5% | +57.9% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling