+74.0%
ALB vs GWRE
+131.0%
-56.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -6.6% | -13.2% | +6.6% | -2.5% |
| 30D | -8.1% | -18.6% | +10.5% | -3.2% |
| 3M | -25.7% | +18.9% | -44.6% | -32.0% |
| 6M | -29.5% | -11.0% | -18.5% | -30.4% |
| YTD | -16.2% | -29.9% | +13.7% | -10.5% |
| 1Y | +59.2% | -44.3% | +103.6% | +85.7% |
| 3Y | -33.7% | +51.7% | -85.4% | -52.1% |
| 5Y | -48.1% | +15.4% | -63.6% | -58.9% |
| All | +74.0% | +131.0% | -56.9% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling