+13.4%
AUR vs GWRE
-25.4%
+38.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.3% | +3.1% |
| 7D | +8.7% | -21.1% | +29.8% | +12.0% |
| 30D | -5.2% | +1.3% | -6.5% | -6.6% |
| 3M | -7.3% | +7.4% | -14.8% | -9.5% |
| 6M | +41.2% | +5.6% | +35.6% | +37.2% |
| YTD | +65.1% | -19.2% | +84.3% | +69.8% |
| 1Y | +13.4% | -25.1% | +38.6% | +20.5% |
| All | +13.4% | -25.4% | +38.8% | +20.5% |
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