+22.6%
EFA vs GWRE
-25.4%
+48.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -19.9% | +20.1% | 0.0% |
| 7D | +0.6% | -21.1% | +21.7% | +0.5% |
| 30D | +0.9% | +1.3% | -0.4% | +0.9% |
| 3M | +4.9% | +7.4% | -2.6% | +5.1% |
| 6M | +8.6% | +5.6% | +3.0% | +9.1% |
| YTD | +14.6% | -19.2% | +33.8% | +16.3% |
| 1Y | +22.6% | -25.1% | +47.8% | +25.2% |
| All | +22.6% | -25.4% | +48.0% | +25.2% |
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