+126.9%
ALK vs GWRE
+844.6%
-717.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.2% |
| 7D | -1.2% | -2.0% | +0.8% | -0.8% |
| 30D | +7.7% | -4.1% | +11.8% | +8.5% |
| 3M | -19.0% | -13.4% | -5.6% | -17.6% |
| 6M | -0.2% | +26.0% | -26.2% | -9.5% |
| YTD | -23.5% | -21.3% | -2.2% | -22.7% |
| 1Y | -9.1% | -27.5% | +18.4% | -6.1% |
| 3Y | +12.0% | +72.7% | -60.6% | -11.2% |
| 5Y | -30.9% | +26.4% | -57.2% | -42.0% |
| 10Y | -45.6% | +169.3% | -214.9% | -62.4% |
| All | +126.9% | +844.6% | -717.7% | +48.1% |
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