+78.8%
ES vs GWRE
+131.0%
-52.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -3.6% | -13.2% | +9.7% | -2.4% |
| 30D | -4.2% | -18.6% | +14.3% | -2.8% |
| 3M | +0.1% | +18.9% | -18.8% | -2.2% |
| 6M | -6.2% | -11.0% | +4.7% | -6.4% |
| YTD | +4.1% | -29.9% | +34.0% | +6.3% |
| 1Y | +10.2% | -44.3% | +54.5% | +15.5% |
| 3Y | +26.1% | +51.7% | -25.6% | +13.6% |
| 5Y | -5.3% | +15.4% | -20.8% | -12.7% |
| All | +78.8% | +131.0% | -52.2% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling