-16.7%
ALC vs GWRE
-44.7%
+27.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -6.3% | -13.2% | +6.9% | -4.7% |
| 30D | -10.3% | -18.6% | +8.3% | -8.5% |
| 3M | -0.7% | +18.9% | -19.6% | -3.0% |
| 6M | -17.8% | -11.0% | -6.9% | -17.7% |
| YTD | -15.8% | -29.9% | +14.1% | -13.3% |
| 1Y | -16.7% | -44.3% | +27.6% | -11.5% |
| All | -16.7% | -44.7% | +27.9% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling