+72.2%
EQX vs GWRE
+15.1%
+57.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -3.2% | -13.2% | +10.0% | 0.0% |
| 30D | +7.8% | -18.6% | +26.3% | +11.9% |
| 3M | +21.3% | +18.9% | +2.4% | +13.1% |
| 6M | -22.4% | -11.0% | -11.5% | -22.9% |
| YTD | -11.3% | -29.9% | +18.6% | -5.8% |
| 1Y | +13.5% | -44.3% | +57.8% | +29.4% |
| 3Y | +162.1% | +51.7% | +110.5% | +106.8% |
| All | +72.2% | +15.1% | +57.2% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling