+2,010.2%
ALM vs GWRE
+49.2%
+1,960.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -9.5% |
| 7D | -7.1% | -30.9% | +23.8% | -5.2% |
| 30D | +24.7% | -20.7% | +45.4% | +26.1% |
| 3M | +8.3% | +20.2% | -11.9% | +4.4% |
| 6M | -22.2% | -11.9% | -10.3% | -22.1% |
| YTD | +88.1% | -30.3% | +118.4% | +93.8% |
| 1Y | +272.4% | -44.6% | +317.0% | +298.1% |
| All | +2,010.2% | +49.2% | +1,960.9% | +2,325.1% |
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