+140.2%
ALK vs GWRE
+793.8%
-653.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.8% | +4.7% | -1.2% |
| 7D | +0.1% | -25.6% | +25.7% | +6.5% |
| 30D | -18.5% | -12.2% | -6.2% | -16.9% |
| 3M | -3.6% | +17.7% | -21.3% | -9.5% |
| 6M | -3.7% | -11.3% | +7.7% | -4.6% |
| YTD | -19.0% | -25.5% | +6.5% | -16.6% |
| 1Y | -36.0% | -42.8% | +6.8% | -29.1% |
| 3Y | +2.3% | +59.0% | -56.7% | -16.8% |
| 5Y | -27.8% | +21.6% | -49.3% | -38.6% |
| 10Y | -39.0% | +139.2% | -178.2% | -56.5% |
| All | +140.2% | +793.8% | -653.6% | +59.9% |
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 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