+361.5%
ALL vs GWRE
+131.0%
+230.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.3% | -13.2% | +11.0% | -0.3% |
| 30D | -0.4% | -18.6% | +18.2% | +2.0% |
| 3M | +16.0% | +18.9% | -2.9% | +12.1% |
| 6M | +24.6% | -11.0% | +35.5% | +24.3% |
| YTD | +23.7% | -29.9% | +53.6% | +27.8% |
| 1Y | +27.7% | -44.3% | +72.1% | +36.9% |
| 3Y | +150.2% | +51.7% | +98.6% | +115.7% |
| 5Y | +117.1% | +15.4% | +101.6% | +96.6% |
| All | +361.5% | +131.0% | +230.5% | +262.9% |
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 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