+208.0%
ESI vs GWRE
+187.4%
+20.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.0% |
| 7D | -2.3% | -30.9% | +28.6% | +8.4% |
| 30D | -9.0% | -20.7% | +11.7% | -4.0% |
| 3M | -13.3% | +20.2% | -33.4% | -22.4% |
| 6M | +5.3% | -11.9% | +17.1% | +2.4% |
| YTD | +37.6% | -30.3% | +67.9% | +44.9% |
| 1Y | +33.6% | -44.6% | +78.2% | +54.1% |
| 3Y | +75.8% | +48.8% | +27.0% | +24.5% |
| 5Y | +68.6% | +14.8% | +53.8% | +29.5% |
| 10Y | +301.8% | +128.1% | +173.7% | +99.3% |
| All | +208.0% | +187.4% | +20.7% | +42.0% |
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