+244.3%
ES vs GWRE
+844.6%
-600.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +2.7% | -2.0% | +4.7% | +2.9% |
| 30D | +7.6% | -4.1% | +11.7% | +7.8% |
| 3M | +0.5% | -13.4% | +13.9% | +1.1% |
| 6M | +7.6% | +26.0% | -18.4% | +4.6% |
| YTD | +10.2% | -21.3% | +31.5% | +10.9% |
| 1Y | +1.8% | -27.5% | +29.3% | +3.2% |
| 3Y | +55.4% | +72.7% | -17.3% | +43.0% |
| 5Y | +7.3% | +26.4% | -19.0% | +0.3% |
| 10Y | +96.4% | +169.3% | -73.0% | +71.1% |
| All | +244.3% | +844.6% | -600.3% | +197.7% |
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