-13.1%
BR vs GWRE
-24.5%
+11.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +1.4% |
| 7D | +7.0% | +2.2% | +4.7% | +6.3% |
| 30D | +19.0% | +4.5% | +14.5% | +17.4% |
| 3M | +13.1% | +6.4% | +6.7% | +9.5% |
| 6M | +24.6% | +18.8% | +5.8% | +16.1% |
| YTD | -13.6% | -15.1% | +1.5% | -13.1% |
| 1Y | -13.1% | -23.4% | +10.3% | -9.8% |
| All | -13.1% | -24.5% | +11.4% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling