+38.3%
DD vs GWRE
-25.4%
+63.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -19.9% | +20.3% | +0.2% |
| 7D | -3.5% | -21.1% | +17.6% | -3.6% |
| 30D | -10.3% | +1.3% | -11.6% | -10.4% |
| 3M | -7.5% | +7.4% | -15.0% | -7.7% |
| 6M | -8.0% | +5.6% | -13.6% | -7.4% |
| YTD | +10.5% | -19.2% | +29.7% | +11.8% |
| 1Y | +38.3% | -25.1% | +63.4% | +40.1% |
| All | +38.3% | -25.4% | +63.7% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling