-0.2%
ALK vs GWRE
+51.5%
-51.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.2% |
| 7D | -3.0% | -26.2% | +23.3% | +1.1% |
| 30D | -14.6% | -17.8% | +3.2% | -12.9% |
| 3M | -10.6% | +14.2% | -24.8% | -14.6% |
| 6M | -6.7% | -12.9% | +6.2% | -6.8% |
| YTD | -19.8% | -29.2% | +9.5% | -15.2% |
| 1Y | -35.2% | -44.4% | +9.2% | -26.1% |
| All | -0.2% | +51.5% | -51.7% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling