-39.3%
BAX vs GWRE
+131.0%
-170.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -7.9% | -13.2% | +5.4% | -5.7% |
| 30D | -11.7% | -18.6% | +6.9% | -9.3% |
| 3M | +16.2% | +18.9% | -2.7% | +11.4% |
| 6M | +32.0% | -11.0% | +42.9% | +31.3% |
| YTD | +24.7% | -29.9% | +54.6% | +29.0% |
| 1Y | -2.6% | -44.3% | +41.7% | +5.3% |
| 3Y | -35.0% | +51.7% | -86.6% | -44.8% |
| 5Y | -67.6% | +15.4% | -83.0% | -71.3% |
| All | -39.3% | +131.0% | -170.3% | -56.3% |
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 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