+489.0%
ET vs GWRE
+736.4%
-247.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | +1.4% | -30.9% | +32.3% | +9.3% |
| 30D | +4.6% | -20.7% | +25.3% | +9.0% |
| 3M | +16.0% | +20.2% | -4.1% | +8.6% |
| 6M | +22.8% | -11.9% | +34.7% | +21.8% |
| YTD | +38.9% | -30.3% | +69.2% | +45.1% |
| 1Y | +34.1% | -44.6% | +78.7% | +48.5% |
| 3Y | +98.8% | +48.8% | +50.0% | +60.3% |
| 5Y | +246.8% | +14.8% | +232.1% | +192.6% |
| 10Y | +174.4% | +128.1% | +46.3% | +78.0% |
| All | +489.0% | +736.4% | -247.3% | +260.6% |
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