+1,003.0%
BE vs GWRE
+53.9%
+949.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.4% |
| 7D | +9.0% | -13.2% | +22.3% | +15.4% |
| 30D | +16.3% | -18.6% | +34.9% | +22.7% |
| 3M | +10.8% | +18.9% | -8.1% | -10.3% |
| 6M | +73.2% | -11.0% | +84.1% | +55.5% |
| YTD | +217.4% | -29.9% | +247.2% | +221.8% |
| 1Y | +309.8% | -44.3% | +354.1% | +388.9% |
| 3Y | +1,726.2% | +51.7% | +1,674.5% | +754.8% |
| 5Y | +1,306.2% | +15.4% | +1,290.7% | +730.8% |
| All | +1,003.0% | +53.9% | +949.1% | +397.5% |
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