+238.8%
EQX vs GWRE
+78.5%
+160.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -3.2% | -13.2% | +10.0% | -0.6% |
| 30D | +7.8% | -18.6% | +26.3% | +11.3% |
| 3M | +21.3% | +18.9% | +2.4% | +14.8% |
| 6M | -22.4% | -11.0% | -11.5% | -22.8% |
| YTD | -11.3% | -29.9% | +18.6% | -7.2% |
| 1Y | +13.5% | -44.3% | +57.8% | +25.1% |
| 3Y | +162.1% | +51.7% | +110.5% | +126.8% |
| 5Y | +84.2% | +15.4% | +68.8% | +55.5% |
| All | +238.8% | +78.5% | +160.3% | +260.7% |
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