+109.8%
BTSG vs GWRE
-44.7%
+154.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | -3.3% | -13.2% | +9.9% | -3.1% |
| 30D | -1.6% | -18.6% | +17.0% | -1.3% |
| 3M | -6.9% | +18.9% | -25.8% | -7.7% |
| 6M | +42.1% | -11.0% | +53.1% | +43.9% |
| YTD | +56.8% | -29.9% | +86.7% | +65.1% |
| 1Y | +109.8% | -44.3% | +154.2% | +134.7% |
| All | +109.8% | -44.7% | +154.5% | +134.7% |
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 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