+136.1%
C vs GWRE
+14.4%
+121.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +0.3% | -30.9% | +31.2% | +5.4% |
| 30D | +2.0% | -20.7% | +22.7% | +4.8% |
| 3M | +4.4% | +20.2% | -15.8% | -0.7% |
| 6M | +28.3% | -11.9% | +40.2% | +28.0% |
| YTD | +20.5% | -30.3% | +50.8% | +25.6% |
| 1Y | +45.5% | -44.6% | +90.2% | +59.3% |
| 3Y | +274.0% | +48.8% | +225.2% | +212.3% |
| 5Y | +136.1% | +14.8% | +121.4% | +99.7% |
| All | +136.1% | +14.4% | +121.7% | +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 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