-25.6%
EFX vs GWRE
-25.4%
-0.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -19.9% | +13.6% | 0.0% |
| 7D | -8.6% | -21.1% | +12.5% | -2.1% |
| 30D | +0.1% | +1.3% | -1.2% | -0.9% |
| 3M | +3.8% | +7.4% | -3.6% | 0.0% |
| 6M | -13.5% | +5.6% | -19.1% | -17.0% |
| YTD | -17.7% | -19.2% | +1.5% | -17.9% |
| 1Y | -25.6% | -25.1% | -0.4% | -24.7% |
| All | -25.6% | -25.4% | -0.2% | -24.7% |
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