+1,278.0%
AAPL vs GWRE
+131.0%
+1,147.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.6% |
| 7D | +3.8% | -13.2% | +17.1% | +8.0% |
| 30D | +9.9% | -18.6% | +28.5% | +15.2% |
| 3M | +12.5% | +18.9% | -6.4% | +4.4% |
| 6M | +27.6% | -11.0% | +38.6% | +26.6% |
| YTD | +22.6% | -29.9% | +52.4% | +30.4% |
| 1Y | +45.0% | -44.3% | +89.3% | +66.5% |
| 3Y | +87.8% | +51.7% | +36.1% | +37.9% |
| 5Y | +128.7% | +15.4% | +113.2% | +81.6% |
| All | +1,278.0% | +131.0% | +1,147.0% | +751.7% |
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