+383.5%
ACWI vs GWRE
+869.7%
-486.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -19.9% | +19.9% | +3.9% |
| 7D | +0.5% | -21.1% | +21.6% | +4.7% |
| 30D | +0.9% | +1.3% | -0.4% | -0.3% |
| 3M | +2.4% | +7.4% | -5.0% | -0.8% |
| 6M | +12.4% | +5.6% | +6.8% | +7.8% |
| YTD | +15.2% | -19.2% | +34.4% | +16.6% |
| 1Y | +22.7% | -25.1% | +47.9% | +25.5% |
| 3Y | +75.8% | +87.7% | -11.9% | +40.4% |
| 5Y | +67.7% | +32.0% | +35.7% | +42.1% |
| 10Y | +229.0% | +157.8% | +71.2% | +137.2% |
| All | +383.5% | +869.7% | -486.2% | +202.0% |
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