+20.2%
ALC vs GWRE
+43.1%
-23.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | +0.1% |
| 7D | -5.3% | -26.2% | +20.9% | +0.9% |
| 30D | -7.1% | -17.8% | +10.7% | -3.7% |
| 3M | +0.8% | +14.2% | -13.5% | -4.0% |
| 6M | -16.0% | -12.9% | -3.1% | -15.7% |
| YTD | -12.7% | -29.2% | +16.5% | -8.2% |
| 1Y | -12.8% | -44.4% | +31.6% | -2.3% |
| 3Y | -15.8% | +51.1% | -66.9% | -32.9% |
| 5Y | -16.7% | +16.5% | -33.2% | -30.2% |
| All | +20.2% | +43.1% | -23.0% | -9.6% |
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 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