+2,589.2%
ALM vs GWRE
+131.0%
+2,458.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.6% |
| 7D | -11.8% | -13.2% | +1.4% | -10.7% |
| 30D | +7.8% | -18.6% | +26.4% | +9.4% |
| 3M | -9.3% | +18.9% | -28.2% | -12.4% |
| 6M | -30.5% | -11.0% | -19.5% | -30.8% |
| YTD | +75.8% | -29.9% | +105.7% | +79.9% |
| 1Y | +241.2% | -44.3% | +285.5% | +259.9% |
| 3Y | +1,872.6% | +51.7% | +1,820.9% | +1,735.0% |
| 5Y | +849.6% | +15.4% | +834.1% | +803.9% |
| All | +2,589.2% | +131.0% | +2,458.3% | +2,127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling