+136.2%
BP vs GWRE
+15.1%
+121.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +5.2% | -13.2% | +18.5% | +5.7% |
| 30D | +8.7% | -18.6% | +27.3% | +9.2% |
| 3M | +9.3% | +18.9% | -9.6% | +7.8% |
| 6M | +13.6% | -11.0% | +24.5% | +13.3% |
| YTD | +37.7% | -29.9% | +67.6% | +39.0% |
| 1Y | +40.6% | -44.3% | +85.0% | +43.8% |
| 3Y | +40.3% | +51.7% | -11.3% | +33.6% |
| All | +136.2% | +15.1% | +121.2% | +126.1% |
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 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