+396.9%
APP vs GWRE
+33.4%
+363.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.6% |
| 7D | +1.1% | -13.2% | +14.3% | +10.2% |
| 30D | +6.6% | -18.6% | +25.2% | +16.2% |
| 3M | -32.3% | +18.9% | -51.2% | -45.3% |
| 6M | -29.8% | -11.0% | -18.8% | -32.7% |
| YTD | -51.9% | -29.9% | -22.0% | -44.6% |
| 1Y | -43.3% | -44.3% | +1.0% | -22.9% |
| 3Y | +664.1% | +51.7% | +612.4% | +245.7% |
| 5Y | +318.7% | +15.4% | +303.2% | +140.0% |
| All | +396.9% | +33.4% | +363.5% | +147.1% |
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 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