+247.4%
A vs GWRE
+131.0%
+116.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | -2.6% | -13.2% | +10.6% | +1.3% |
| 30D | -0.9% | -18.6% | +17.7% | +3.6% |
| 3M | +13.6% | +18.9% | -5.3% | +4.9% |
| 6M | +27.8% | -11.0% | +38.8% | +26.8% |
| YTD | +8.6% | -29.9% | +38.5% | +15.3% |
| 1Y | +16.9% | -44.3% | +61.2% | +33.6% |
| 3Y | +32.9% | +51.7% | -18.8% | +0.3% |
| 5Y | -14.1% | +15.4% | -29.5% | -30.2% |
| All | +247.4% | +131.0% | +116.4% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling