-12.5%
EFX vs GWRE
+50.1%
-62.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -4.5% | -13.2% | +8.7% | -0.5% |
| 30D | -6.1% | -18.6% | +12.5% | -0.8% |
| 3M | +6.2% | +18.9% | -12.7% | +0.9% |
| 6M | -11.2% | -11.0% | -0.3% | -10.2% |
| YTD | -21.4% | -29.9% | +8.5% | -16.3% |
| 1Y | -34.3% | -44.3% | +10.0% | -26.1% |
| 3Y | -12.5% | +51.7% | -64.2% | -33.1% |
| All | -12.5% | +50.1% | -62.6% | -33.1% |
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 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