-43.3%
APP vs GWRE
-44.7%
+1.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | +1.1% | -13.2% | +14.3% | +5.1% |
| 30D | +6.6% | -18.6% | +25.2% | +10.2% |
| 3M | -32.3% | +18.9% | -51.2% | -40.6% |
| 6M | -29.8% | -11.0% | -18.8% | -31.4% |
| YTD | -51.9% | -29.9% | -22.0% | -55.5% |
| 1Y | -43.3% | -44.3% | +1.0% | -56.4% |
| All | -43.3% | -44.7% | +1.4% | -56.4% |
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