+7.9%
BAX vs GWRE
+749.2%
-741.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -1.1% |
| 7D | -5.1% | -26.2% | +21.1% | -1.0% |
| 30D | -12.2% | -17.8% | +5.6% | -10.1% |
| 3M | +21.8% | +14.2% | +7.6% | +17.9% |
| 6M | +36.3% | -12.9% | +49.2% | +36.3% |
| YTD | +27.8% | -29.2% | +57.0% | +31.6% |
| 1Y | -0.1% | -44.4% | +44.4% | +7.1% |
| 3Y | -33.3% | +51.1% | -84.4% | -41.5% |
| 5Y | -67.1% | +16.5% | -83.6% | -70.4% |
| 10Y | -36.9% | +131.6% | -168.5% | -50.8% |
| All | +7.9% | +749.2% | -741.3% | -24.8% |
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 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