+45.0%
BBY vs GWRE
+50.1%
-5.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +0.6% | -13.2% | +13.8% | +2.2% |
| 30D | +9.4% | -18.6% | +28.0% | +11.0% |
| 3M | +19.3% | +18.9% | +0.4% | +14.4% |
| 6M | +47.9% | -11.0% | +58.9% | +46.6% |
| YTD | +39.6% | -29.9% | +69.5% | +42.3% |
| 1Y | +22.2% | -44.3% | +66.5% | +28.8% |
| 3Y | +45.0% | +51.7% | -6.7% | +24.3% |
| All | +45.0% | +50.1% | -5.1% | +24.3% |
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