-30.7%
ALK vs GWRE
+15.9%
-46.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | +0.1% |
| 7D | -3.0% | -26.2% | +23.3% | +2.7% |
| 30D | -14.6% | -17.8% | +3.2% | -12.1% |
| 3M | -10.6% | +14.2% | -24.8% | -15.5% |
| 6M | -6.7% | -12.9% | +6.2% | -7.1% |
| YTD | -19.8% | -29.2% | +9.5% | -15.5% |
| 1Y | -35.2% | -44.4% | +9.2% | -26.2% |
| 3Y | +1.4% | +51.1% | -49.7% | -19.6% |
| 5Y | -30.7% | +16.5% | -47.2% | -41.4% |
| All | -30.7% | +15.9% | -46.6% | -41.4% |
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