+113.6%
C vs GWRE
+26.4%
+87.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +4.2% | -2.0% | +6.1% | +4.4% |
| 30D | +2.0% | -4.1% | +6.0% | +2.3% |
| 3M | -10.1% | -13.4% | +3.2% | -9.2% |
| 6M | +1.0% | +26.0% | -25.0% | -5.4% |
| YTD | +8.5% | -21.3% | +29.8% | +10.6% |
| 1Y | +25.7% | -27.5% | +53.2% | +30.4% |
| 3Y | +216.0% | +72.7% | +143.3% | +156.1% |
| All | +113.6% | +26.4% | +87.2% | +77.5% |
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