+908.8%
ALM vs GWRE
+14.4%
+894.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -9.5% |
| 7D | -7.1% | -30.9% | +23.8% | -4.7% |
| 30D | +24.7% | -20.7% | +45.4% | +26.4% |
| 3M | +8.3% | +20.2% | -11.9% | +4.6% |
| 6M | -22.2% | -11.9% | -10.3% | -22.3% |
| YTD | +88.1% | -30.3% | +118.4% | +92.5% |
| 1Y | +272.4% | -44.6% | +317.0% | +292.8% |
| 3Y | +2,004.1% | +48.8% | +1,955.3% | +1,935.6% |
| All | +908.8% | +14.4% | +894.5% | +861.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling