+294.5%
BRKR vs GWRE
+741.3%
-446.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -8.7% | -13.2% | +4.6% | -4.9% |
| 30D | -9.9% | -18.6% | +8.7% | -5.5% |
| 3M | -3.1% | +18.9% | -22.0% | -10.9% |
| 6M | +45.5% | -11.0% | +56.4% | +43.9% |
| YTD | +13.7% | -29.9% | +43.6% | +20.5% |
| 1Y | +67.4% | -44.3% | +111.8% | +91.0% |
| 3Y | -13.2% | +51.7% | -64.9% | -32.7% |
| 5Y | -39.5% | +15.4% | -54.9% | -50.0% |
| 10Y | +153.5% | +129.4% | +24.0% | +65.3% |
| All | +294.5% | +741.3% | -446.9% | +99.7% |
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