+132.6%
AR vs GWRE
+15.1%
+117.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -2.5% | -13.2% | +10.8% | 0.0% |
| 30D | +2.5% | -18.6% | +21.1% | +5.6% |
| 3M | +12.3% | +18.9% | -6.6% | +6.1% |
| 6M | -3.1% | -11.0% | +7.8% | -3.5% |
| YTD | +11.5% | -29.9% | +41.4% | +16.8% |
| 1Y | +17.0% | -44.3% | +61.4% | +29.4% |
| 3Y | +47.3% | +51.7% | -4.4% | +22.4% |
| All | +132.6% | +15.1% | +117.6% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling