+42.1%
DD vs GWRE
+50.1%
-8.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.5% | -13.2% | +9.7% | -2.4% |
| 30D | -11.7% | -18.6% | +6.9% | -10.6% |
| 3M | -9.2% | +18.9% | -28.1% | -11.8% |
| 6M | -7.2% | -11.0% | +3.8% | -7.1% |
| YTD | +6.6% | -29.9% | +36.5% | +10.6% |
| 1Y | +32.0% | -44.3% | +76.3% | +42.8% |
| 3Y | +42.1% | +51.7% | -9.5% | +20.0% |
| All | +42.1% | +50.1% | -8.0% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling