+395.1%
EFX vs GWRE
+736.4%
-341.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -11.1% | -30.9% | +19.8% | -1.9% |
| 30D | -7.4% | -20.7% | +13.3% | -1.8% |
| 3M | +1.5% | +20.2% | -18.7% | -4.1% |
| 6M | -13.7% | -11.9% | -1.8% | -12.5% |
| YTD | -21.9% | -30.3% | +8.5% | -16.1% |
| 1Y | -30.8% | -44.6% | +13.9% | -21.1% |
| 3Y | -12.4% | +48.8% | -61.2% | -26.1% |
| 5Y | -35.9% | +14.8% | -50.7% | -44.0% |
| 10Y | +41.0% | +128.1% | -87.1% | +3.5% |
| All | +395.1% | +736.4% | -341.2% | +249.6% |
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