+319.9%
EAT vs GWRE
+15.1%
+304.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -7.7% | -13.2% | +5.5% | -4.4% |
| 30D | -13.6% | -18.6% | +5.0% | -10.3% |
| 3M | +33.9% | +18.9% | +15.0% | +24.2% |
| 6M | +47.2% | -11.0% | +58.2% | +45.5% |
| YTD | +48.1% | -29.9% | +78.0% | +57.9% |
| 1Y | +33.7% | -44.3% | +78.0% | +56.0% |
| 3Y | +595.8% | +51.7% | +544.1% | +379.5% |
| All | +319.9% | +15.1% | +304.8% | +202.8% |
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