+100.7%
EL vs GWRE
+749.2%
-648.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | -1.8% |
| 7D | -2.4% | -26.2% | +23.9% | +3.4% |
| 30D | +13.7% | -17.8% | +31.4% | +17.4% |
| 3M | +14.5% | +14.2% | +0.3% | +9.2% |
| 6M | +7.4% | -12.9% | +20.3% | +7.3% |
| YTD | -4.7% | -29.2% | +24.5% | -0.7% |
| 1Y | +12.9% | -44.4% | +57.4% | +24.6% |
| 3Y | -32.2% | +51.1% | -83.3% | -43.6% |
| 5Y | -68.4% | +16.5% | -84.9% | -72.8% |
| 10Y | +28.3% | +131.6% | -103.3% | -5.4% |
| All | +100.7% | +749.2% | -648.5% | +31.2% |
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 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