+45.6%
ALLE vs GWRE
+51.5%
-5.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -2.4% |
| 7D | -2.2% | -26.2% | +24.1% | -0.5% |
| 30D | -8.3% | -17.8% | +9.4% | -7.5% |
| 3M | +16.3% | +14.2% | +2.0% | +14.3% |
| 6M | +1.8% | -12.9% | +14.7% | +2.2% |
| YTD | -3.9% | -29.2% | +25.3% | -1.6% |
| 1Y | -10.0% | -44.4% | +34.4% | -4.9% |
| All | +45.6% | +51.5% | -5.9% | +21.1% |
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 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