+190.5%
B vs GWRE
+50.1%
+140.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -2.4% | -13.2% | +10.8% | -1.0% |
| 30D | +6.3% | -18.6% | +24.9% | +8.3% |
| 3M | +12.1% | +18.9% | -6.8% | +8.7% |
| 6M | -3.1% | -11.0% | +7.9% | -2.6% |
| YTD | +2.0% | -29.9% | +31.9% | +5.7% |
| 1Y | +51.7% | -44.3% | +96.0% | +62.9% |
| 3Y | +190.5% | +51.7% | +138.8% | +167.4% |
| All | +190.5% | +50.1% | +140.4% | +167.4% |
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