-37.0%
ALK vs GWRE
+131.0%
-168.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -2.1% | -13.2% | +11.1% | +1.5% |
| 30D | -13.1% | -18.6% | +5.5% | -9.6% |
| 3M | -11.8% | +18.9% | -30.7% | -18.4% |
| 6M | -0.4% | -11.0% | +10.6% | -1.9% |
| YTD | -18.2% | -29.9% | +11.7% | -13.8% |
| 1Y | -35.5% | -44.3% | +8.8% | -26.7% |
| 3Y | +1.8% | +51.7% | -49.9% | -20.3% |
| 5Y | -26.6% | +15.4% | -42.1% | -38.9% |
| All | -37.0% | +131.0% | -168.0% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling