-20.1%
AS vs GWRE
+8.1%
-28.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -19.9% | +23.5% | +3.5% |
| 7D | -4.9% | -21.1% | +16.2% | -5.0% |
| 30D | -19.6% | +1.3% | -20.9% | -20.1% |
| 3M | -14.4% | +7.4% | -21.8% | -15.6% |
| 6M | -20.1% | +5.6% | -25.7% | -23.1% |
| All | -20.1% | +8.1% | -28.2% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling