+25.9%
EOG vs GWRE
+50.1%
-24.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +1.5% | -13.2% | +14.7% | +2.1% |
| 30D | +2.9% | -18.6% | +21.5% | +3.6% |
| 3M | +8.7% | +18.9% | -10.2% | +7.1% |
| 6M | +12.9% | -11.0% | +23.9% | +12.8% |
| YTD | +43.8% | -29.9% | +73.7% | +45.5% |
| 1Y | +27.1% | -44.3% | +71.4% | +30.6% |
| 3Y | +25.9% | +51.7% | -25.8% | +16.4% |
| All | +25.9% | +50.1% | -24.2% | +16.4% |
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 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