+44.2%
EOG vs GWRE
-24.5%
+68.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.9% | -11.2% | -5.3% |
| 7D | -8.6% | +2.2% | -10.8% | -8.6% |
| 30D | +2.8% | +4.5% | -1.8% | +2.6% |
| 3M | +3.2% | +6.4% | -3.3% | +2.7% |
| 6M | +5.3% | +18.8% | -13.5% | +4.5% |
| YTD | +44.5% | -15.1% | +59.6% | +42.9% |
| 1Y | +44.2% | -23.4% | +67.6% | +46.4% |
| All | +44.2% | -24.5% | +68.7% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling