+433.9%
BTSG vs GWRE
+25.4%
+408.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -3.3% | -13.2% | +9.9% | -1.8% |
| 30D | -1.6% | -18.6% | +17.0% | +0.2% |
| 3M | -6.9% | +18.9% | -25.8% | -10.6% |
| 6M | +42.1% | -11.0% | +53.1% | +42.0% |
| YTD | +56.8% | -29.9% | +86.7% | +64.7% |
| 1Y | +109.8% | -44.3% | +154.2% | +133.2% |
| All | +433.9% | +25.4% | +408.5% | +408.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling