+34.1%
D vs GWRE
+131.0%
-96.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.2% | -13.2% | +11.0% | -1.1% |
| 30D | -4.5% | -18.6% | +14.1% | -3.1% |
| 3M | -2.5% | +18.9% | -21.4% | -4.7% |
| 6M | +5.5% | -11.0% | +16.5% | +5.3% |
| YTD | +13.3% | -29.9% | +43.2% | +15.7% |
| 1Y | +11.8% | -44.3% | +56.2% | +17.2% |
| 3Y | +56.7% | +51.7% | +5.0% | +40.9% |
| 5Y | +4.3% | +15.4% | -11.2% | -3.7% |
| All | +34.1% | +131.0% | -96.9% | +13.1% |
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