+134.9%
AS vs GWRE
+43.8%
+91.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.9% |
| 7D | +6.9% | -0.7% | +7.7% | +7.0% |
| 30D | +16.0% | -1.6% | +17.6% | +16.0% |
| 3M | -12.8% | +0.9% | -13.7% | -14.2% |
| 6M | -15.4% | +23.1% | -38.5% | -19.8% |
| YTD | -15.7% | -19.7% | +4.0% | -13.2% |
| 1Y | +6.1% | -25.0% | +31.1% | +11.0% |
| All | +134.9% | +43.8% | +91.1% | +104.4% |
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