+208.4%
AGI vs GWRE
+50.1%
+158.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.7% | -13.2% | +10.5% | -0.6% |
| 30D | +7.2% | -18.6% | +25.8% | +10.0% |
| 3M | +4.3% | +18.9% | -14.6% | -0.3% |
| 6M | -27.1% | -11.0% | -16.1% | -26.9% |
| YTD | -6.6% | -29.9% | +23.3% | -2.7% |
| 1Y | +9.5% | -44.3% | +53.9% | +18.8% |
| 3Y | +208.4% | +51.7% | +156.8% | +177.5% |
| All | +208.4% | +50.1% | +158.4% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling