+9.1%
EQT vs GWRE
-45.0%
+54.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -1.2% | -30.9% | +29.8% | 0.0% |
| 30D | +1.1% | -20.7% | +21.8% | +1.7% |
| 3M | +4.8% | +20.2% | -15.4% | +3.1% |
| 6M | -10.6% | -11.9% | +1.3% | -9.9% |
| YTD | +3.4% | -30.3% | +33.7% | +6.8% |
| All | +9.1% | -45.0% | +54.1% | +12.9% |
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