+40.3%
BP vs GWRE
+50.1%
-9.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +5.2% | -13.2% | +18.5% | +5.4% |
| 30D | +8.7% | -18.6% | +27.3% | +8.9% |
| 3M | +9.3% | +18.9% | -9.6% | +8.1% |
| 6M | +13.6% | -11.0% | +24.5% | +13.3% |
| YTD | +37.7% | -29.9% | +67.6% | +38.7% |
| 1Y | +40.6% | -44.3% | +85.0% | +43.4% |
| 3Y | +40.3% | +51.7% | -11.3% | +39.4% |
| All | +40.3% | +50.1% | -9.7% | +39.4% |
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 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