+241.2%
ALM vs GWRE
-44.7%
+285.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.5% |
| 7D | -11.8% | -13.2% | +1.4% | -12.1% |
| 30D | +7.8% | -18.6% | +26.4% | +7.8% |
| 3M | -9.3% | +18.9% | -28.2% | -11.2% |
| 6M | -30.5% | -11.0% | -19.5% | -28.9% |
| YTD | +75.8% | -29.9% | +105.7% | +90.6% |
| 1Y | +241.2% | -44.3% | +285.5% | +343.0% |
| All | +241.2% | -44.7% | +285.9% | +343.0% |
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