-45.4%
ALB vs GWRE
+15.1%
-60.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -6.6% | -13.2% | +6.6% | -3.4% |
| 30D | -8.1% | -18.6% | +10.5% | -4.2% |
| 3M | -25.7% | +18.9% | -44.6% | -30.8% |
| 6M | -29.5% | -11.0% | -18.5% | -29.9% |
| YTD | -16.2% | -29.9% | +13.7% | -10.4% |
| 1Y | +59.2% | -44.3% | +103.6% | +84.4% |
| 3Y | -33.7% | +51.7% | -85.4% | -52.1% |
| All | -45.4% | +15.1% | -60.4% | -52.1% |
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 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