+114.1%
AS vs GWRE
+33.4%
+80.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.0% | -1.8% |
| 7D | -2.6% | -25.6% | +22.9% | +0.8% |
| 30D | -22.1% | -12.2% | -9.9% | -21.5% |
| 3M | -15.3% | +17.7% | -33.0% | -18.7% |
| 6M | -15.6% | -11.3% | -4.2% | -15.2% |
| YTD | -23.2% | -25.5% | +2.3% | -19.8% |
| 1Y | -21.7% | -42.8% | +21.1% | -12.5% |
| All | +114.1% | +33.4% | +80.7% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling