+67.5%
ACWI vs GWRE
+15.9%
+51.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +0.1% |
| 7D | 0.0% | -26.2% | +26.2% | +4.1% |
| 30D | -0.6% | -17.8% | +17.2% | +1.6% |
| 3M | +4.3% | +14.2% | -10.0% | +0.3% |
| 6M | +12.7% | -12.9% | +25.6% | +12.8% |
| YTD | +13.9% | -29.2% | +43.2% | +18.7% |
| 1Y | +20.5% | -44.4% | +64.9% | +32.4% |
| 3Y | +76.5% | +51.1% | +25.4% | +43.9% |
| 5Y | +67.5% | +16.5% | +51.0% | +44.1% |
| All | +67.5% | +15.9% | +51.6% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling