+225.2%
ACWI vs GWRE
+167.6%
+57.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +2.4% | -2.0% | +4.4% | +2.8% |
| 30D | -1.7% | -4.1% | +2.4% | -1.2% |
| 3M | -3.9% | -13.4% | +9.4% | -2.5% |
| 6M | +0.8% | +26.0% | -25.2% | -7.6% |
| YTD | +11.0% | -21.3% | +32.3% | +12.8% |
| 1Y | +13.1% | -27.5% | +40.6% | +17.3% |
| 3Y | +73.9% | +72.7% | +1.2% | +34.0% |
| 5Y | +59.0% | +26.4% | +32.7% | +31.1% |
| All | +225.2% | +167.6% | +57.7% | +111.4% |
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