+369.5%
ALAB vs GWRE
+25.3%
+344.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -6.2% | -13.2% | +7.1% | -5.3% |
| 30D | -8.7% | -18.6% | +9.9% | -8.3% |
| 3M | -20.7% | +18.9% | -39.6% | -26.2% |
| 6M | +133.5% | -11.0% | +144.5% | +131.5% |
| YTD | +75.1% | -29.9% | +104.9% | +89.4% |
| 1Y | +25.0% | -44.3% | +69.4% | +49.2% |
| All | +369.5% | +25.3% | +344.2% | +286.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling