+0.9%
BB vs GWRE
+131.0%
-130.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.4% | -13.2% | +12.8% | +5.5% |
| 30D | -12.5% | -18.6% | +6.0% | -6.6% |
| 3M | -17.4% | +18.9% | -36.3% | -28.0% |
| 6M | +119.1% | -11.0% | +130.1% | +113.5% |
| YTD | +102.4% | -29.9% | +132.3% | +119.3% |
| 1Y | +98.2% | -44.3% | +142.5% | +140.6% |
| 3Y | +46.9% | +51.7% | -4.7% | -2.8% |
| 5Y | -26.4% | +15.4% | -41.8% | -45.5% |
| All | +0.9% | +131.0% | -130.1% | -47.7% |
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