+258.5%
BN vs GWRE
+131.0%
+127.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -5.2% | -13.2% | +8.1% | -1.0% |
| 30D | -14.5% | -18.6% | +4.1% | -10.1% |
| 3M | -15.0% | +18.9% | -33.9% | -22.0% |
| 6M | -5.4% | -11.0% | +5.5% | -6.5% |
| YTD | -16.4% | -29.9% | +13.5% | -10.8% |
| 1Y | -16.2% | -44.3% | +28.1% | -2.8% |
| 3Y | +67.5% | +51.7% | +15.9% | +24.3% |
| 5Y | +34.1% | +15.4% | +18.7% | +6.7% |
| All | +258.5% | +131.0% | +127.5% | +127.1% |
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