+176.4%
BA vs GWRE
+844.6%
-668.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -0.6% |
| 30D | -7.1% | -4.1% | -3.1% | -6.3% |
| 3M | -25.5% | -13.4% | -12.2% | -24.1% |
| 6M | -28.7% | +26.0% | -54.7% | -35.5% |
| YTD | -21.0% | -21.3% | +0.3% | -19.9% |
| 1Y | -11.9% | -27.5% | +15.6% | -8.6% |
| 3Y | -16.2% | +72.7% | -88.8% | -35.4% |
| 5Y | -22.4% | +26.4% | -48.7% | -36.0% |
| 10Y | +24.5% | +169.3% | -144.8% | -15.3% |
| All | +176.4% | +844.6% | -668.2% | +64.1% |
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