+13.7%
GWRE vs ABCL
-82.9%
+96.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.9% |
| 7D | -30.9% | -9.6% | -21.3% | -30.2% |
| 30D | -20.7% | +7.2% | -27.9% | -21.6% |
| 3M | +20.2% | +105.5% | -85.3% | +9.0% |
| 6M | -11.9% | +193.0% | -204.9% | -23.5% |
| YTD | -30.3% | +205.8% | -236.2% | -40.2% |
| 1Y | -44.6% | +144.4% | -189.0% | -51.8% |
| 3Y | +48.8% | +93.3% | -44.6% | +27.4% |
| 5Y | +14.8% | -44.9% | +59.7% | +6.1% |
| All | +13.7% | -82.9% | +96.5% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling