-29.6%
BR vs GWRE
-25.4%
-4.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -19.9% | +16.6% | +1.2% |
| 7D | -5.3% | -21.1% | +15.8% | -0.5% |
| 30D | +6.4% | +1.3% | +5.1% | +5.3% |
| 3M | +13.6% | +7.4% | +6.2% | +10.2% |
| 6M | -6.7% | +5.6% | -12.3% | -10.2% |
| YTD | -21.1% | -19.2% | -1.9% | -22.5% |
| 1Y | -29.6% | -25.1% | -4.4% | -30.2% |
| All | -29.6% | -25.4% | -4.2% | -30.2% |
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