+89.6%
EFV vs GWRE
+50.1%
+39.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -0.8% | -13.2% | +12.4% | -0.3% |
| 30D | +0.6% | -18.6% | +19.2% | +1.3% |
| 3M | +7.5% | +18.9% | -11.4% | +6.2% |
| 6M | +13.0% | -11.0% | +24.0% | +13.2% |
| YTD | +18.3% | -29.9% | +48.2% | +20.8% |
| 1Y | +26.7% | -44.3% | +71.1% | +32.2% |
| 3Y | +89.6% | +51.7% | +37.9% | +72.2% |
| All | +89.6% | +50.1% | +39.5% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling