+18.0%
ALLE vs GWRE
-28.5%
+46.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +3.6% | -2.0% | +5.5% | +3.6% |
| 30D | +25.9% | -4.1% | +30.0% | +26.1% |
| 3M | +15.8% | -13.4% | +29.1% | +15.7% |
| 6M | +48.1% | +26.0% | +22.1% | +48.7% |
| YTD | +22.0% | -21.3% | +43.2% | +19.4% |
| 1Y | +18.0% | -27.5% | +45.5% | +18.0% |
| All | +18.0% | -28.5% | +46.6% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling