+67.5%
BN vs GWRE
+50.1%
+17.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -5.2% | -13.2% | +8.1% | -2.8% |
| 30D | -14.5% | -18.6% | +4.1% | -12.0% |
| 3M | -15.0% | +18.9% | -33.9% | -19.2% |
| 6M | -5.4% | -11.0% | +5.5% | -5.5% |
| YTD | -16.4% | -29.9% | +13.5% | -11.6% |
| 1Y | -16.2% | -44.3% | +28.1% | -5.6% |
| 3Y | +67.5% | +51.7% | +15.9% | +26.3% |
| All | +67.5% | +50.1% | +17.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling