-31.4%
ALB vs GWRE
+49.2%
-80.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | -7.6% | -30.9% | +23.3% | -2.3% |
| 30D | -5.6% | -20.7% | +15.1% | -2.5% |
| 3M | -16.8% | +20.2% | -37.0% | -20.5% |
| 6M | -26.3% | -11.9% | -14.5% | -25.9% |
| YTD | -13.2% | -30.3% | +17.1% | -7.9% |
| 1Y | +68.8% | -44.6% | +113.4% | +90.0% |
| All | -31.4% | +49.2% | -80.6% | -53.4% |
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