-37.1%
DOW vs GWRE
+15.1%
-52.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -1.4% | -13.2% | +11.8% | +0.6% |
| 30D | -3.9% | -18.6% | +14.6% | -1.6% |
| 3M | -12.7% | +18.9% | -31.6% | -16.4% |
| 6M | -13.7% | -11.0% | -2.7% | -13.9% |
| YTD | +28.4% | -29.9% | +58.3% | +33.4% |
| 1Y | +21.8% | -44.3% | +66.1% | +32.6% |
| 3Y | -35.7% | +51.7% | -87.4% | -43.8% |
| All | -37.1% | +15.1% | -52.2% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling