+1,093.0%
ALL vs GWRE
+793.8%
+299.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.8% | +5.5% | -1.3% |
| 7D | -1.7% | -25.6% | +23.8% | +2.1% |
| 30D | -4.7% | -12.2% | +7.5% | -3.4% |
| 3M | +18.4% | +17.7% | +0.7% | +14.6% |
| 6M | +20.5% | -11.3% | +31.9% | +20.4% |
| YTD | +23.5% | -25.5% | +49.1% | +26.3% |
| 1Y | +29.0% | -42.8% | +71.8% | +37.1% |
| 3Y | +153.7% | +59.0% | +94.7% | +122.3% |
| 5Y | +114.8% | +21.6% | +93.2% | +93.9% |
| 10Y | +356.1% | +139.2% | +217.0% | +259.8% |
| All | +1,093.0% | +793.8% | +299.2% | +694.9% |
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 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