+420.2%
A vs GWRE
+749.2%
-329.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -0.1% |
| 7D | -4.4% | -26.2% | +21.8% | +2.8% |
| 30D | -2.7% | -17.8% | +15.1% | +1.3% |
| 3M | +7.0% | +14.2% | -7.2% | +0.6% |
| 6M | +24.6% | -12.9% | +37.5% | +24.6% |
| YTD | +7.0% | -29.2% | +36.3% | +12.7% |
| 1Y | +15.6% | -44.4% | +60.0% | +30.5% |
| 3Y | +29.9% | +51.1% | -21.2% | +3.0% |
| 5Y | -15.4% | +16.5% | -31.9% | -29.4% |
| 10Y | +248.9% | +131.6% | +117.3% | +131.7% |
| All | +420.2% | +749.2% | -329.0% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling