-35.7%
AUR vs GWRE
+43.7%
-79.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +1.4% | -13.2% | +14.7% | +9.7% |
| 30D | -6.4% | -18.6% | +12.2% | +1.3% |
| 3M | +7.7% | +18.9% | -11.2% | -12.7% |
| 6M | +44.5% | -11.0% | +55.4% | +37.2% |
| YTD | +67.4% | -29.9% | +97.3% | +88.0% |
| 1Y | +15.4% | -44.3% | +59.8% | +56.9% |
| 3Y | +94.8% | +51.7% | +43.2% | -11.8% |
| 5Y | -35.1% | +15.4% | -50.6% | -60.5% |
| All | -35.7% | +43.7% | -79.4% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling