+942.2%
EAT vs GWRE
+749.2%
+193.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -1.9% |
| 7D | -6.8% | -26.2% | +19.4% | +0.1% |
| 30D | -5.4% | -17.8% | +12.4% | -1.7% |
| 3M | +42.8% | +14.2% | +28.5% | +34.3% |
| 6M | +56.5% | -12.9% | +69.4% | +55.5% |
| YTD | +50.0% | -29.2% | +79.3% | +57.0% |
| 1Y | +38.3% | -44.4% | +82.7% | +56.0% |
| 3Y | +591.6% | +51.1% | +540.6% | +442.7% |
| 5Y | +312.6% | +16.5% | +296.1% | +239.7% |
| 10Y | +381.4% | +131.6% | +249.9% | +238.7% |
| All | +942.2% | +749.2% | +193.0% | +558.6% |
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