+365.7%
ALAB vs GWRE
+33.1%
+332.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.8% | +0.9% | -6.4% |
| 7D | +3.2% | -25.6% | +28.7% | +4.8% |
| 30D | -13.6% | -12.2% | -1.4% | -13.7% |
| 3M | -16.6% | +17.7% | -34.3% | -21.2% |
| 6M | +142.3% | -11.3% | +153.7% | +145.3% |
| YTD | +73.6% | -25.5% | +99.2% | +87.2% |
| 1Y | +33.7% | -42.8% | +76.5% | +61.2% |
| All | +365.7% | +33.1% | +332.6% | +282.1% |
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 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