+51.8%
BEN vs GWRE
+131.0%
-79.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -3.1% | -13.2% | +10.1% | +0.3% |
| 30D | +0.2% | -18.6% | +18.8% | +4.0% |
| 3M | +6.8% | +18.9% | -12.1% | -1.1% |
| 6M | +38.1% | -11.0% | +49.1% | +36.1% |
| YTD | +44.3% | -29.9% | +74.2% | +51.8% |
| 1Y | +42.6% | -44.3% | +86.9% | +60.9% |
| 3Y | +52.3% | +51.7% | +0.6% | +14.1% |
| 5Y | +37.6% | +15.4% | +22.2% | +9.3% |
| All | +51.8% | +131.0% | -79.2% | -6.4% |
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