+225.4%
ACWI vs GWRE
+129.6%
+95.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.9% | -30.9% | +29.0% | +5.3% |
| 30D | -1.3% | -20.7% | +19.4% | +2.6% |
| 3M | +5.0% | +20.2% | -15.2% | -1.5% |
| 6M | +11.7% | -11.9% | +23.6% | +11.1% |
| YTD | +13.0% | -30.3% | +43.3% | +18.4% |
| 1Y | +19.2% | -44.6% | +63.9% | +32.6% |
| 3Y | +75.0% | +48.8% | +26.2% | +40.3% |
| 5Y | +67.1% | +14.8% | +52.3% | +40.9% |
| All | +225.4% | +129.6% | +95.8% | +124.4% |
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 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