+157.6%
ALB vs GWRE
+793.8%
-636.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.8% | +10.4% | +4.8% |
| 7D | -4.4% | -25.6% | +21.1% | +3.1% |
| 30D | -1.2% | -12.2% | +11.0% | +1.5% |
| 3M | -13.3% | +17.7% | -31.0% | -19.5% |
| 6M | -19.8% | -11.3% | -8.4% | -20.4% |
| YTD | -7.9% | -25.5% | +17.6% | -4.3% |
| 1Y | +60.2% | -42.8% | +103.0% | +81.2% |
| 3Y | -26.4% | +59.0% | -85.5% | -43.3% |
| 5Y | -42.5% | +21.6% | -64.1% | -52.9% |
| 10Y | +83.0% | +139.2% | -56.2% | +22.1% |
| All | +157.6% | +793.8% | -636.2% | +38.0% |
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