-5.9%
BR vs GWRE
+50.1%
-56.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.0% | -13.2% | +10.3% | -0.1% |
| 30D | -0.3% | -18.6% | +18.3% | +3.4% |
| 3M | +17.3% | +18.9% | -1.6% | +12.5% |
| 6M | -6.7% | -11.0% | +4.3% | -6.4% |
| YTD | -23.4% | -29.9% | +6.5% | -20.6% |
| 1Y | -32.7% | -44.3% | +11.7% | -27.8% |
| 3Y | -5.9% | +51.7% | -57.6% | -17.9% |
| All | -5.9% | +50.1% | -56.0% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling