+171.6%
BKR vs GWRE
+15.1%
+156.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -7.0% | -13.2% | +6.2% | -5.8% |
| 30D | -8.1% | -18.6% | +10.5% | -6.8% |
| 3M | -6.6% | +18.9% | -25.5% | -9.5% |
| 6M | +0.9% | -11.0% | +11.8% | +0.5% |
| YTD | +31.1% | -29.9% | +61.0% | +34.8% |
| 1Y | +27.7% | -44.3% | +72.0% | +36.1% |
| 3Y | +71.2% | +51.7% | +19.5% | +54.1% |
| All | +171.6% | +15.1% | +156.5% | +143.4% |
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 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