+426.2%
BTSG vs GWRE
+24.7%
+401.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.5% |
| 7D | -5.8% | -30.9% | +25.2% | -1.9% |
| 30D | 0.0% | -20.7% | +20.7% | +2.2% |
| 3M | -4.5% | +20.2% | -24.6% | -8.4% |
| 6M | +40.0% | -11.9% | +51.9% | +40.2% |
| YTD | +54.6% | -30.3% | +84.9% | +62.4% |
| 1Y | +106.1% | -44.6% | +150.8% | +129.2% |
| All | +426.2% | +24.7% | +401.5% | +401.3% |
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 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