+21.5%
GWRE vs ABCL
-81.2%
+102.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -7.9% | -7.8% |
| 7D | -25.6% | +1.4% | -27.0% | -25.6% |
| 30D | -12.2% | +65.1% | -77.3% | -17.7% |
| 3M | +17.7% | +111.1% | -93.4% | +6.6% |
| 6M | -11.3% | +231.6% | -242.9% | -24.1% |
| YTD | -25.5% | +234.5% | -260.0% | -36.7% |
| 1Y | -42.8% | +174.3% | -217.2% | -50.8% |
| 3Y | +59.0% | +111.5% | -52.4% | +34.9% |
| 5Y | +21.6% | -37.3% | +58.9% | +11.1% |
| All | +21.5% | -81.2% | +102.7% | +10.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling