+215.4%
EFA vs GWRE
+741.3%
-525.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.5% | -13.2% | +11.7% | +0.8% |
| 30D | -1.7% | -18.6% | +16.9% | +1.1% |
| 3M | +3.5% | +18.9% | -15.4% | -1.3% |
| 6M | +9.5% | -11.0% | +20.4% | +8.8% |
| YTD | +12.9% | -29.9% | +42.8% | +16.8% |
| 1Y | +18.2% | -44.3% | +62.5% | +27.9% |
| 3Y | +64.8% | +51.7% | +13.2% | +40.4% |
| 5Y | +53.9% | +15.4% | +38.5% | +35.4% |
| 10Y | +144.8% | +129.4% | +15.3% | +83.1% |
| All | +215.4% | +741.3% | -525.9% | +106.1% |
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