+35.8%
BEN vs GWRE
+15.1%
+20.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.1% | -13.2% | +10.1% | -0.5% |
| 30D | +0.2% | -18.6% | +18.8% | +3.0% |
| 3M | +6.8% | +18.9% | -12.1% | +0.1% |
| 6M | +38.1% | -11.0% | +49.1% | +36.6% |
| YTD | +44.3% | -29.9% | +74.2% | +51.6% |
| 1Y | +42.6% | -44.3% | +86.9% | +59.9% |
| 3Y | +52.3% | +51.7% | +0.6% | +11.5% |
| All | +35.8% | +15.1% | +20.7% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling