+53.1%
GWRE vs ABCL
+103.9%
-50.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.4% | -1.6% | -4.7% |
| 7D | -26.2% | -2.7% | -23.5% | -26.0% |
| 30D | -17.8% | +18.3% | -36.1% | -19.2% |
| 3M | +14.2% | +108.5% | -94.3% | +5.2% |
| 6M | -12.9% | +213.9% | -226.8% | -22.9% |
| YTD | -29.2% | +223.1% | -252.3% | -37.9% |
| 1Y | -44.4% | +160.6% | -205.0% | -50.7% |
| All | +53.1% | +103.9% | -50.8% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling