+71.6%
BEN vs GWRE
+736.4%
-664.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +0.3% | -30.9% | +31.3% | +8.9% |
| 30D | +0.9% | -20.7% | +21.6% | +5.4% |
| 3M | +9.2% | +20.2% | -11.0% | +1.2% |
| 6M | +36.8% | -11.9% | +48.6% | +35.3% |
| YTD | +44.4% | -30.3% | +74.7% | +51.3% |
| 1Y | +45.8% | -44.6% | +90.5% | +62.9% |
| 3Y | +52.5% | +48.8% | +3.7% | +20.6% |
| 5Y | +37.7% | +14.8% | +22.9% | +14.1% |
| 10Y | +55.4% | +128.1% | -72.6% | +3.2% |
| All | +71.6% | +736.4% | -664.7% | -9.9% |
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