+309.8%
BE vs GWRE
-44.7%
+354.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.9% |
| 7D | +9.0% | -13.2% | +22.3% | +2.8% |
| 30D | +16.3% | -18.6% | +34.9% | +8.8% |
| 3M | +10.8% | +18.9% | -8.1% | +24.2% |
| 6M | +73.2% | -11.0% | +84.1% | +88.8% |
| YTD | +217.4% | -29.9% | +247.2% | +252.6% |
| 1Y | +309.8% | -44.3% | +354.1% | +331.0% |
| All | +309.8% | -44.7% | +354.5% | +331.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling