+2,582.5%
AMZN vs GWRE
+736.4%
+1,846.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -2.7% | -30.9% | +28.2% | +7.9% |
| 30D | -7.5% | -20.7% | +13.2% | -2.0% |
| 3M | +5.8% | +20.2% | -14.3% | -3.3% |
| 6M | +17.5% | -11.9% | +29.4% | +16.0% |
| YTD | +9.1% | -30.3% | +39.4% | +15.7% |
| 1Y | +9.4% | -44.6% | +54.0% | +25.5% |
| 3Y | +82.2% | +48.8% | +33.4% | +37.9% |
| 5Y | +45.2% | +14.8% | +30.5% | +17.2% |
| 10Y | +562.7% | +128.1% | +434.7% | +328.8% |
| All | +2,582.5% | +736.4% | +1,846.2% | +1,419.8% |
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