+201.4%
B vs GWRE
+131.0%
+70.4%
-53.9%
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 | -2.4% | -13.2% | +10.8% | -0.9% |
| 30D | +6.3% | -18.6% | +24.9% | +8.3% |
| 3M | +12.1% | +18.9% | -6.8% | +9.0% |
| 6M | -3.1% | -11.0% | +7.9% | -3.1% |
| YTD | +2.0% | -29.9% | +31.9% | +4.5% |
| 1Y | +51.7% | -44.3% | +96.0% | +59.8% |
| 3Y | +190.5% | +51.7% | +138.8% | +170.0% |
| 5Y | +158.0% | +15.4% | +142.5% | +138.6% |
| All | +201.4% | +131.0% | +70.4% | +171.8% |
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 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