+2,344.5%
AAPL vs GWRE
+736.4%
+1,608.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.9% |
| 7D | -0.5% | -30.9% | +30.4% | +8.3% |
| 30D | +7.1% | -20.7% | +27.8% | +12.4% |
| 3M | +12.1% | +20.2% | -8.1% | +5.1% |
| 6M | +25.4% | -11.9% | +37.3% | +25.0% |
| YTD | +20.5% | -30.3% | +50.8% | +26.9% |
| 1Y | +44.5% | -44.6% | +89.2% | +61.8% |
| 3Y | +85.8% | +48.8% | +37.0% | +49.6% |
| 5Y | +124.8% | +14.8% | +110.0% | +89.5% |
| 10Y | +1,284.7% | +128.1% | +1,156.6% | +886.2% |
| All | +2,344.5% | +736.4% | +1,608.1% | +1,418.9% |
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