+97.3%
BRKR vs GWRE
-25.4%
+122.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -19.9% | +18.4% | +0.8% |
| 7D | +2.5% | -21.1% | +23.6% | +5.0% |
| 30D | +11.5% | +1.3% | +10.2% | +10.6% |
| 3M | -2.4% | +7.4% | -9.8% | -3.9% |
| 6M | +52.3% | +5.6% | +46.7% | +48.7% |
| YTD | +24.5% | -19.2% | +43.7% | +30.7% |
| 1Y | +97.3% | -25.1% | +122.5% | +112.4% |
| All | +97.3% | -25.4% | +122.8% | +112.4% |
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