+451.3%
ETR vs GWRE
+749.2%
-297.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -0.9% |
| 7D | +0.4% | -26.2% | +26.6% | +2.5% |
| 30D | +2.0% | -17.8% | +19.8% | +3.2% |
| 3M | -1.7% | +14.2% | -15.9% | -3.5% |
| 6M | +3.6% | -12.9% | +16.5% | +3.5% |
| YTD | +18.0% | -29.2% | +47.3% | +20.1% |
| 1Y | +26.2% | -44.4% | +70.7% | +31.4% |
| 3Y | +148.0% | +51.1% | +96.9% | +129.7% |
| 5Y | +126.1% | +16.5% | +109.5% | +112.1% |
| 10Y | +302.3% | +131.6% | +170.7% | +252.9% |
| All | +451.3% | +749.2% | -297.9% | +377.7% |
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