-25.1%
GWRE vs ABCL
+186.8%
-212.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -1.2% | -18.7% | -19.8% |
| 7D | -21.1% | +0.7% | -21.8% | -21.1% |
| 30D | +1.3% | +93.1% | -91.8% | -6.2% |
| 3M | +7.4% | +79.4% | -72.0% | -0.2% |
| 6M | +5.6% | +214.9% | -209.3% | -7.8% |
| YTD | -19.2% | +234.2% | -253.4% | -30.8% |
| 1Y | -25.1% | +174.8% | -199.9% | -34.3% |
| All | -25.1% | +186.8% | -212.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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