-19.2%
ALC vs GWRE
+14.4%
-33.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | -7.7% | -30.9% | +23.3% | -1.0% |
| 30D | -11.7% | -20.7% | +9.0% | -8.2% |
| 3M | +0.7% | +20.2% | -19.5% | -4.5% |
| 6M | -17.1% | -11.9% | -5.2% | -17.0% |
| YTD | -15.1% | -30.3% | +15.2% | -10.7% |
| 1Y | -14.1% | -44.6% | +30.5% | -4.5% |
| 3Y | -18.2% | +48.8% | -67.0% | -34.6% |
| 5Y | -19.2% | +14.8% | -33.9% | -30.3% |
| All | -19.2% | +14.4% | -33.6% | -30.3% |
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