+619.5%
APP vs GWRE
+51.5%
+568.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -0.3% |
| 7D | -4.4% | -26.2% | +21.8% | +5.7% |
| 30D | -10.0% | -17.8% | +7.7% | -5.5% |
| 3M | -41.4% | +14.2% | -55.7% | -47.9% |
| 6M | -41.0% | -12.9% | -28.1% | -41.4% |
| YTD | -54.7% | -29.2% | -25.5% | -50.9% |
| 1Y | -45.3% | -44.4% | -0.9% | -34.3% |
| All | +619.5% | +51.5% | +568.0% | +351.1% |
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