+67.8%
B vs GWRE
-25.4%
+93.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -19.9% | +17.7% | -0.7% |
| 7D | -1.6% | -21.1% | +19.5% | 0.0% |
| 30D | +9.4% | +1.3% | +8.1% | +9.2% |
| 3M | +5.0% | +7.4% | -2.5% | +4.0% |
| 6M | -3.5% | +5.6% | -9.2% | -3.4% |
| YTD | +4.5% | -19.2% | +23.7% | +9.8% |
| 1Y | +67.8% | -25.1% | +92.9% | +78.9% |
| All | +67.8% | -25.4% | +93.2% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling