-33.1%
EL vs GWRE
+50.1%
-83.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -6.5% | -13.2% | +6.7% | -4.9% |
| 30D | +11.1% | -18.6% | +29.7% | +13.1% |
| 3M | +10.7% | +18.9% | -8.2% | +7.0% |
| 6M | +6.9% | -11.0% | +17.8% | +6.6% |
| YTD | -6.3% | -29.9% | +23.6% | -3.2% |
| 1Y | +13.5% | -44.3% | +57.8% | +22.2% |
| 3Y | -33.1% | +51.7% | -84.7% | -48.0% |
| All | -33.1% | +50.1% | -83.2% | -48.0% |
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 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