+41.8%
ALM vs GWRE
-24.5%
+66.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.8% | +1.5% |
| 7D | -6.4% | +2.2% | -8.6% | -6.2% |
| 30D | -35.0% | +4.5% | -39.5% | -34.8% |
| 3M | -33.8% | +6.4% | -40.2% | -33.3% |
| 6M | -55.0% | +18.8% | -73.9% | -54.0% |
| YTD | -0.2% | -15.1% | +14.9% | -0.1% |
| 1Y | +41.8% | -23.4% | +65.2% | +49.5% |
| All | +41.8% | -24.5% | +66.3% | +49.5% |
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