+137.8%
D vs GWRE
+869.7%
-731.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.9% | +19.5% | +1.0% |
| 7D | +1.5% | -21.1% | +22.6% | +3.1% |
| 30D | -2.6% | +1.3% | -3.9% | -3.0% |
| 3M | 0.0% | +7.4% | -7.4% | -1.1% |
| 6M | +7.4% | +5.6% | +1.7% | +5.8% |
| YTD | +15.9% | -19.2% | +35.1% | +16.6% |
| 1Y | +18.1% | -25.1% | +43.3% | +19.3% |
| 3Y | +58.4% | +87.7% | -29.3% | +44.3% |
| 5Y | +5.2% | +32.0% | -26.8% | -2.0% |
| 10Y | +35.9% | +157.8% | -121.9% | +18.2% |
| All | +137.8% | +869.7% | -731.9% | +104.6% |
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