+118.9%
EOG vs GWRE
+131.0%
-12.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.5% | -13.2% | +14.7% | +3.7% |
| 30D | +2.9% | -18.6% | +21.5% | +5.6% |
| 3M | +8.7% | +18.9% | -10.2% | +3.7% |
| 6M | +12.9% | -11.0% | +23.9% | +12.3% |
| YTD | +43.8% | -29.9% | +73.7% | +49.0% |
| 1Y | +27.1% | -44.3% | +71.4% | +37.7% |
| 3Y | +25.9% | +51.7% | -25.8% | +4.2% |
| 5Y | +177.9% | +15.4% | +162.5% | +144.5% |
| All | +118.9% | +131.0% | -12.1% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling