+7.1%
AG vs GWRE
+736.4%
-729.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.6% |
| 7D | -5.8% | -30.9% | +25.1% | -0.2% |
| 30D | +6.4% | -20.7% | +27.1% | +9.8% |
| 3M | +28.4% | +20.2% | +8.2% | +22.2% |
| 6M | -24.5% | -11.9% | -12.6% | -24.6% |
| YTD | +21.2% | -30.3% | +51.5% | +25.7% |
| 1Y | +114.1% | -44.6% | +158.7% | +131.7% |
| 3Y | +268.0% | +48.8% | +219.3% | +232.6% |
| 5Y | +67.3% | +14.8% | +52.6% | +52.7% |
| 10Y | +66.1% | +128.1% | -62.0% | +41.9% |
| All | +7.1% | +736.4% | -729.3% | -17.0% |
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