+50.1%
AR vs GWRE
+49.2%
+0.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -1.3% | -30.9% | +29.6% | +3.9% |
| 30D | +3.5% | -20.7% | +24.2% | +6.4% |
| 3M | +9.9% | +20.2% | -10.3% | +4.4% |
| 6M | +4.5% | -11.9% | +16.4% | +4.5% |
| YTD | +13.7% | -30.3% | +44.0% | +19.0% |
| 1Y | +19.2% | -44.6% | +63.9% | +31.5% |
| All | +50.1% | +49.2% | +0.9% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling