+18.5%
BOXX vs GWRE
+134.9%
-116.4%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +0.1% | -13.2% | +13.3% | +0.1% |
| 30D | +0.3% | -18.6% | +18.9% | +0.3% |
| 3M | +1.0% | +18.9% | -17.9% | +1.0% |
| 6M | +1.9% | -11.0% | +12.9% | +1.9% |
| YTD | +2.7% | -29.9% | +32.6% | +2.7% |
| 1Y | +4.0% | -44.3% | +48.4% | +4.0% |
| 3Y | +14.7% | +51.7% | -37.0% | +14.7% |
| All | +18.5% | +134.9% | -116.4% | +18.6% |
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