-5.4%
ES vs GWRE
+15.1%
-20.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -3.6% | -13.2% | +9.7% | -3.0% |
| 30D | -4.2% | -18.6% | +14.3% | -3.6% |
| 3M | +0.1% | +18.9% | -18.8% | -0.8% |
| 6M | -6.2% | -11.0% | +4.7% | -6.3% |
| YTD | +4.1% | -29.9% | +34.0% | +5.4% |
| 1Y | +10.2% | -44.3% | +54.5% | +13.3% |
| 3Y | +26.1% | +51.7% | -25.6% | +18.5% |
| All | -5.4% | +15.1% | -20.4% | -16.5% |
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 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