+246.5%
BBY vs GWRE
+131.0%
+115.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +0.6% | -13.2% | +13.8% | +4.6% |
| 30D | +9.4% | -18.6% | +28.0% | +14.0% |
| 3M | +19.3% | +18.9% | +0.4% | +9.7% |
| 6M | +47.9% | -11.0% | +58.9% | +46.0% |
| YTD | +39.6% | -29.9% | +69.5% | +47.7% |
| 1Y | +22.2% | -44.3% | +66.5% | +39.4% |
| 3Y | +45.0% | +51.7% | -6.7% | +7.2% |
| 5Y | +2.6% | +15.4% | -12.9% | -18.5% |
| All | +246.5% | +131.0% | +115.6% | +97.8% |
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 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