+43.4%
EQX vs GWRE
-25.4%
+68.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -19.9% | +17.6% | +0.3% |
| 7D | -1.4% | -21.1% | +19.7% | +1.4% |
| 30D | +24.4% | +1.3% | +23.1% | +23.6% |
| 3M | +11.6% | +7.4% | +4.2% | +9.1% |
| 6M | -25.0% | +5.6% | -30.6% | -25.9% |
| YTD | -8.4% | -19.2% | +10.8% | -0.6% |
| 1Y | +43.4% | -25.1% | +68.6% | +57.8% |
| All | +43.4% | -25.4% | +68.8% | +57.8% |
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