+226.1%
EFV vs GWRE
+741.3%
-515.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.8% | -13.2% | +12.4% | +1.3% |
| 30D | +0.6% | -18.6% | +19.2% | +3.2% |
| 3M | +7.5% | +18.9% | -11.4% | +3.0% |
| 6M | +13.0% | -11.0% | +24.0% | +12.4% |
| YTD | +18.3% | -29.9% | +48.2% | +22.2% |
| 1Y | +26.7% | -44.3% | +71.1% | +36.3% |
| 3Y | +89.6% | +51.7% | +37.9% | +62.9% |
| 5Y | +98.2% | +15.4% | +82.8% | +75.9% |
| 10Y | +167.4% | +129.4% | +37.9% | +101.2% |
| All | +226.1% | +741.3% | -515.2% | +113.0% |
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