+1,102.7%
EQIX vs GWRE
+741.3%
+361.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +0.2% | -13.2% | +13.4% | +3.0% |
| 30D | -2.5% | -18.6% | +16.1% | +0.7% |
| 3M | 0.0% | +18.9% | -18.9% | -6.0% |
| 6M | +7.6% | -11.0% | +18.6% | +6.3% |
| YTD | +37.5% | -29.9% | +67.4% | +42.9% |
| 1Y | +32.9% | -44.3% | +77.3% | +46.1% |
| 3Y | +42.8% | +51.7% | -8.9% | +17.2% |
| 5Y | +35.8% | +15.4% | +20.4% | +15.9% |
| 10Y | +247.0% | +129.4% | +117.6% | +146.8% |
| All | +1,102.7% | +741.3% | +361.4% | +612.4% |
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 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