+133.3%
BP vs GWRE
+749.2%
-615.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.0% | +6.8% | +2.4% |
| 7D | +4.0% | -26.2% | +30.2% | +7.7% |
| 30D | +7.8% | -17.8% | +25.6% | +9.9% |
| 3M | +8.4% | +14.2% | -5.9% | +4.8% |
| 6M | +15.1% | -12.9% | +28.0% | +14.9% |
| YTD | +36.4% | -29.2% | +65.7% | +39.9% |
| 1Y | +40.9% | -44.4% | +85.3% | +49.8% |
| 3Y | +38.8% | +51.1% | -12.2% | +21.5% |
| 5Y | +141.1% | +16.5% | +124.6% | +117.1% |
| 10Y | +133.9% | +131.6% | +2.3% | +80.8% |
| All | +133.3% | +749.2% | -615.9% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling