+20.0%
B vs GWRE
+793.8%
-773.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.4% | -0.8% |
| 7D | +2.3% | -25.6% | +27.9% | +4.6% |
| 30D | +1.4% | -12.2% | +13.6% | +2.2% |
| 3M | +12.2% | +17.7% | -5.5% | +10.1% |
| 6M | -2.1% | -11.3% | +9.2% | -2.0% |
| YTD | +2.9% | -25.5% | +28.5% | +4.3% |
| 1Y | +55.3% | -42.8% | +98.1% | +60.7% |
| 3Y | +198.7% | +59.0% | +139.7% | +183.9% |
| 5Y | +153.8% | +21.6% | +132.2% | +140.5% |
| 10Y | +193.4% | +139.2% | +54.2% | +170.1% |
| All | +20.0% | +793.8% | -773.8% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling