+29.6%
ES vs GWRE
+51.5%
-21.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.4% |
| 7D | 0.0% | -26.2% | +26.2% | +0.4% |
| 30D | -1.0% | -17.8% | +16.7% | -0.8% |
| 3M | +1.5% | +14.2% | -12.8% | +1.2% |
| 6M | -3.5% | -12.9% | +9.4% | -3.3% |
| YTD | +7.0% | -29.2% | +36.2% | +8.0% |
| 1Y | +15.3% | -44.4% | +59.7% | +17.7% |
| All | +29.6% | +51.5% | -21.9% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling