+977.1%
BE vs GWRE
+55.4%
+921.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | -0.7% |
| 7D | +23.9% | -26.2% | +50.1% | +38.0% |
| 30D | +27.8% | -17.8% | +45.6% | +34.1% |
| 3M | +3.7% | +14.2% | -10.5% | -13.8% |
| 6M | +78.0% | -12.9% | +90.9% | +62.3% |
| YTD | +209.9% | -29.2% | +239.1% | +212.9% |
| 1Y | +389.6% | -44.4% | +434.0% | +485.6% |
| 3Y | +1,730.6% | +51.1% | +1,679.5% | +762.8% |
| 5Y | +1,227.8% | +16.5% | +1,211.3% | +681.1% |
| All | +977.1% | +55.4% | +921.8% | +383.7% |
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