+8,043.4%
ALM vs GWRE
+253.0%
+7,790.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +0.9% | -3.0% |
| 7D | +3.6% | -26.2% | +29.8% | +10.3% |
| 30D | +33.8% | -17.8% | +51.5% | +38.1% |
| 3M | +14.8% | +14.2% | +0.5% | +7.4% |
| 6M | -7.0% | -12.9% | +5.9% | -7.8% |
| YTD | +108.1% | -29.2% | +137.3% | +117.1% |
| 1Y | +313.8% | -44.4% | +358.2% | +362.5% |
| 3Y | +2,227.6% | +51.1% | +2,176.5% | +1,755.4% |
| 5Y | +956.6% | +16.5% | +940.1% | +795.2% |
| 10Y | +3,082.3% | +131.6% | +2,950.7% | +1,398.4% |
| All | +8,043.4% | +253.0% | +7,790.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling