+270.3%
ALLE vs GWRE
+241.1%
+29.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -19.9% | +20.9% | +5.7% |
| 7D | -0.2% | -21.1% | +20.9% | +4.7% |
| 30D | -6.8% | +1.3% | -8.1% | -8.2% |
| 3M | +21.0% | +7.4% | +13.6% | +16.4% |
| 6M | +1.1% | +5.6% | -4.5% | -4.1% |
| YTD | -0.5% | -19.2% | +18.7% | +0.9% |
| 1Y | -7.3% | -25.1% | +17.9% | -4.7% |
| 3Y | +42.3% | +87.7% | -45.4% | +4.0% |
| 5Y | +13.5% | +32.0% | -18.6% | -9.8% |
| 10Y | +144.0% | +157.8% | -13.7% | +46.4% |
| All | +270.3% | +241.1% | +29.2% | +99.8% |
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