-53.7%
BB vs GWRE
+736.4%
-790.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | -2.1% | -30.9% | +28.9% | +10.1% |
| 30D | -16.0% | -20.7% | +4.7% | -10.3% |
| 3M | -14.5% | +20.2% | -34.7% | -23.5% |
| 6M | +118.6% | -11.9% | +130.4% | +115.6% |
| YTD | +98.9% | -30.3% | +129.3% | +112.8% |
| 1Y | +99.5% | -44.6% | +144.1% | +132.7% |
| 3Y | +65.4% | +48.8% | +16.6% | +25.6% |
| 5Y | -27.6% | +14.8% | -42.4% | -40.8% |
| 10Y | -0.4% | +128.1% | -128.5% | -33.3% |
| All | -53.7% | +736.4% | -790.1% | -72.8% |
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