+114.5%
AGI vs GWRE
+741.3%
-626.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.7% | -13.2% | +10.5% | -1.3% |
| 30D | +7.2% | -18.6% | +25.8% | +9.3% |
| 3M | +4.3% | +18.9% | -14.6% | +1.5% |
| 6M | -27.1% | -11.0% | -16.1% | -27.1% |
| YTD | -6.6% | -29.9% | +23.3% | -4.4% |
| 1Y | +9.5% | -44.3% | +53.9% | +14.8% |
| 3Y | +208.4% | +51.7% | +156.8% | +190.3% |
| 5Y | +401.6% | +15.4% | +386.2% | +373.6% |
| 10Y | +387.3% | +129.4% | +257.9% | +345.1% |
| All | +114.5% | +741.3% | -626.8% | +72.5% |
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 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