+837.2%
BR vs GWRE
+736.4%
+100.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -6.0% | -30.9% | +25.0% | +2.4% |
| 30D | -0.9% | -20.7% | +19.8% | +4.2% |
| 3M | +16.4% | +20.2% | -3.8% | +9.9% |
| 6M | -8.2% | -11.9% | +3.7% | -7.4% |
| YTD | -23.2% | -30.3% | +7.1% | -18.5% |
| 1Y | -30.9% | -44.6% | +13.7% | -22.6% |
| 3Y | -5.0% | +48.8% | -53.8% | -20.0% |
| 5Y | +8.8% | +14.8% | -6.0% | -4.8% |
| 10Y | +190.1% | +128.1% | +62.0% | +113.7% |
| All | +837.2% | +736.4% | +100.8% | +529.1% |
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