+565.7%
AMZN vs GWRE
+131.0%
+434.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -0.7% | -13.2% | +12.6% | +4.1% |
| 30D | -3.9% | -18.6% | +14.7% | +1.4% |
| 3M | +6.3% | +18.9% | -12.6% | -3.9% |
| 6M | +20.8% | -11.0% | +31.7% | +18.3% |
| YTD | +11.2% | -29.9% | +41.1% | +19.1% |
| 1Y | +11.7% | -44.3% | +56.0% | +31.5% |
| 3Y | +79.4% | +51.7% | +27.8% | +22.4% |
| 5Y | +48.0% | +15.4% | +32.6% | +10.3% |
| All | +565.7% | +131.0% | +434.7% | +269.7% |
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