-33.9%
BAX vs GWRE
+49.2%
-83.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | -5.4% | -30.9% | +25.5% | -2.6% |
| 30D | -12.4% | -20.7% | +8.3% | -11.0% |
| 3M | +19.1% | +20.2% | -1.1% | +16.3% |
| 6M | +38.6% | -11.9% | +50.5% | +37.7% |
| YTD | +26.7% | -30.3% | +57.0% | +28.5% |
| 1Y | +1.0% | -44.6% | +45.7% | +5.0% |
| All | -33.9% | +49.2% | -83.1% | -38.8% |
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 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