+15.1%
BP vs GWRE
-14.5%
+29.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.0% | +6.8% | +1.7% |
| 7D | +4.0% | -26.2% | +30.2% | +3.8% |
| 30D | +7.8% | -17.8% | +25.6% | +7.5% |
| 3M | +8.4% | +14.2% | -5.9% | +7.2% |
| 6M | +15.1% | -12.9% | +28.0% | +14.8% |
| All | +15.1% | -14.5% | +29.5% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling