+293.0%
EOG vs GWRE
+736.4%
-443.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +1.0% | -30.9% | +32.0% | +7.3% |
| 30D | +2.8% | -20.7% | +23.5% | +6.3% |
| 3M | +5.9% | +20.2% | -14.3% | +0.4% |
| 6M | +17.1% | -11.9% | +28.9% | +16.5% |
| YTD | +43.9% | -30.3% | +74.2% | +49.3% |
| 1Y | +26.9% | -44.6% | +71.5% | +37.7% |
| 3Y | +23.6% | +48.8% | -25.2% | +3.9% |
| 5Y | +178.1% | +14.8% | +163.4% | +142.9% |
| 10Y | +119.8% | +128.1% | -8.3% | +59.0% |
| All | +293.0% | +736.4% | -443.3% | +143.6% |
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