-1.5%
AS vs GWRE
-28.5%
+27.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -4.9% | -2.0% | -2.9% | -4.8% |
| 30D | +3.9% | -4.1% | +7.9% | +4.0% |
| 3M | -9.6% | -13.4% | +3.8% | -9.7% |
| 6M | -8.7% | +26.0% | -34.6% | -8.7% |
| YTD | -19.8% | -21.3% | +1.4% | -23.1% |
| 1Y | -1.5% | -27.5% | +26.0% | -7.8% |
| All | -1.5% | -28.5% | +27.0% | -7.8% |
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