+672.3%
AU vs GWRE
+131.0%
+541.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -4.3% | -13.2% | +9.0% | -2.6% |
| 30D | +7.3% | -18.6% | +25.9% | +9.7% |
| 3M | +26.3% | +18.9% | +7.4% | +22.4% |
| 6M | +1.8% | -11.0% | +12.7% | +1.7% |
| YTD | +26.8% | -29.9% | +56.7% | +30.7% |
| 1Y | +66.7% | -44.3% | +111.0% | +77.6% |
| 3Y | +579.1% | +51.7% | +527.4% | +521.5% |
| 5Y | +689.3% | +15.4% | +673.9% | +620.2% |
| All | +672.3% | +131.0% | +541.3% | +582.9% |
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 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