+28.4%
GWRE vs ABCL
-81.2%
+109.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -2.0% | -3.3% | +1.3% | -1.7% |
| 30D | -4.1% | -7.1% | +3.1% | -3.8% |
| 3M | -13.4% | +4.7% | -18.1% | -14.8% |
| 6M | +26.0% | +140.9% | -114.9% | +11.4% |
| YTD | -21.3% | +236.0% | -257.3% | -33.7% |
| 1Y | -27.5% | +217.4% | -244.9% | -38.6% |
| 3Y | +72.7% | +188.7% | -116.0% | +39.9% |
| 5Y | +26.4% | -23.5% | +49.9% | +13.9% |
| All | +28.4% | -81.2% | +109.6% | +15.3% |
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 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