-68.5%
EL vs GWRE
+15.1%
-83.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -6.5% | -13.2% | +6.7% | -3.7% |
| 30D | +11.1% | -18.6% | +29.7% | +14.8% |
| 3M | +10.7% | +18.9% | -8.2% | +4.3% |
| 6M | +6.9% | -11.0% | +17.8% | +6.2% |
| YTD | -6.3% | -29.9% | +23.6% | -1.2% |
| 1Y | +13.5% | -44.3% | +57.8% | +27.8% |
| 3Y | -33.1% | +51.7% | -84.7% | -49.8% |
| All | -68.5% | +15.1% | -83.5% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling