+107.2%
AS vs GWRE
+26.7%
+80.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -2.5% |
| 7D | -2.8% | -26.2% | +23.4% | +0.7% |
| 30D | -23.2% | -17.8% | -5.5% | -21.9% |
| 3M | -20.1% | +14.2% | -34.3% | -22.9% |
| 6M | -18.5% | -12.9% | -5.6% | -18.2% |
| YTD | -25.6% | -29.2% | +3.6% | -21.8% |
| 1Y | -24.4% | -44.4% | +20.1% | -15.4% |
| All | +107.2% | +26.7% | +80.5% | +84.0% |
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 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