-25.4%
ALB vs GWRE
-14.5%
-10.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -2.7% |
| 7D | -8.6% | -26.2% | +17.6% | -7.5% |
| 30D | -4.0% | -17.8% | +13.7% | -3.0% |
| 3M | -17.4% | +14.2% | -31.6% | -16.1% |
| 6M | -25.4% | -12.9% | -12.5% | -27.6% |
| All | -25.4% | -14.5% | -10.9% | -27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling