+237.0%
ES vs GWRE
+869.7%
-632.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -19.9% | +19.3% | +0.9% |
| 7D | +0.3% | -21.1% | +21.4% | +1.9% |
| 30D | -2.0% | +1.3% | -3.3% | -2.3% |
| 3M | +1.7% | +7.4% | -5.8% | +0.5% |
| 6M | -3.5% | +5.6% | -9.2% | -4.9% |
| YTD | +7.9% | -19.2% | +27.1% | +8.6% |
| 1Y | +17.2% | -25.1% | +42.3% | +18.4% |
| 3Y | +29.3% | +87.7% | -58.4% | +18.2% |
| 5Y | -5.7% | +32.0% | -37.8% | -12.1% |
| 10Y | +85.2% | +157.8% | -72.6% | +61.9% |
| All | +237.0% | +869.7% | -632.6% | +191.6% |
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