+61.6%
AG vs GWRE
+131.0%
-69.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | -6.7% | -13.2% | +6.5% | -3.9% |
| 30D | +2.2% | -18.6% | +20.8% | +5.7% |
| 3M | +15.7% | +18.9% | -3.2% | +8.5% |
| 6M | -23.8% | -11.0% | -12.8% | -24.2% |
| YTD | +17.6% | -29.9% | +47.5% | +23.5% |
| 1Y | +88.6% | -44.3% | +133.0% | +109.9% |
| 3Y | +253.4% | +51.7% | +201.8% | +201.5% |
| 5Y | +62.4% | +15.4% | +47.0% | +41.3% |
| All | +61.6% | +131.0% | -69.3% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling