+468.9%
C vs GWRE
+844.6%
-375.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +4.2% | -2.0% | +6.1% | +4.6% |
| 30D | +2.0% | -4.1% | +6.0% | +2.5% |
| 3M | -10.1% | -13.4% | +3.2% | -8.7% |
| 6M | +1.0% | +26.0% | -25.0% | -9.0% |
| YTD | +8.5% | -21.3% | +29.8% | +9.4% |
| 1Y | +25.7% | -27.5% | +53.2% | +29.7% |
| 3Y | +216.0% | +72.7% | +143.3% | +141.2% |
| 5Y | +112.3% | +26.4% | +85.9% | +72.9% |
| 10Y | +217.8% | +169.3% | +48.5% | +99.8% |
| All | +468.9% | +844.6% | -375.7% | +195.9% |
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