+292.4%
C vs GWRE
+131.0%
+161.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.8% | -13.2% | +14.0% | +4.1% |
| 30D | +0.9% | -18.6% | +19.5% | +4.7% |
| 3M | +1.1% | +18.9% | -17.8% | -5.9% |
| 6M | +28.4% | -11.0% | +39.3% | +26.9% |
| YTD | +20.8% | -29.9% | +50.7% | +26.9% |
| 1Y | +43.4% | -44.3% | +87.8% | +61.1% |
| 3Y | +274.9% | +51.7% | +223.2% | +191.1% |
| 5Y | +136.7% | +15.4% | +121.2% | +96.3% |
| All | +292.4% | +131.0% | +161.4% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling