+29.0%
GWRE vs ABCL
-26.2%
+55.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -2.0% | -3.3% | +1.3% | -1.6% |
| 30D | -4.1% | -7.1% | +3.1% | -3.7% |
| 3M | -13.4% | +4.7% | -18.1% | -15.1% |
| 6M | +26.0% | +140.9% | -114.9% | +8.2% |
| YTD | -21.3% | +236.0% | -257.3% | -36.5% |
| 1Y | -27.5% | +217.4% | -244.9% | -41.1% |
| 3Y | +72.7% | +188.7% | -116.0% | +31.7% |
| All | +29.0% | -26.2% | +55.2% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling