+528.3%
C vs GWRE
+869.7%
-341.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -19.9% | +19.6% | +4.6% |
| 7D | +3.6% | -21.1% | +24.7% | +9.1% |
| 30D | +0.1% | +1.3% | -1.2% | -1.4% |
| 3M | +2.4% | +7.4% | -5.0% | -1.9% |
| 6M | +24.9% | +5.6% | +19.3% | +18.1% |
| YTD | +19.8% | -19.2% | +39.0% | +21.3% |
| 1Y | +44.9% | -25.1% | +70.0% | +48.3% |
| 3Y | +263.0% | +87.7% | +175.3% | +172.4% |
| 5Y | +129.5% | +32.0% | +97.5% | +86.2% |
| 10Y | +291.6% | +157.8% | +133.8% | +151.6% |
| All | +528.3% | +869.7% | -341.3% | +228.2% |
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