+22.2%
A vs GWRE
-24.5%
+46.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -5.0% | +0.4% |
| 7D | -2.4% | +2.2% | -4.6% | -2.6% |
| 30D | +3.6% | +4.5% | -0.9% | +2.9% |
| 3M | +27.5% | +6.4% | +21.0% | +25.2% |
| 6M | +58.5% | +18.8% | +39.6% | +52.0% |
| YTD | +31.2% | -15.1% | +46.3% | +32.4% |
| 1Y | +22.2% | -23.4% | +45.6% | +29.4% |
| All | +22.2% | -24.5% | +46.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling