-24.9%
AR vs GWRE
+234.5%
-259.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | +1.0% |
| 7D | -1.8% | -25.6% | +23.7% | +4.5% |
| 30D | +12.6% | -12.2% | +24.8% | +14.9% |
| 3M | +10.0% | +17.7% | -7.7% | +3.1% |
| 6M | +0.6% | -11.3% | +12.0% | +0.3% |
| YTD | +13.4% | -25.5% | +38.9% | +17.6% |
| 1Y | +21.7% | -42.8% | +64.5% | +35.2% |
| 3Y | +45.8% | +59.0% | -13.2% | +17.4% |
| 5Y | +144.3% | +21.6% | +122.7% | +106.4% |
| 10Y | +41.8% | +139.2% | -97.4% | -4.5% |
| All | -24.9% | +234.5% | -259.3% | -53.0% |
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