+554.5%
EW vs GWRE
+749.2%
-194.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +0.7% |
| 7D | -5.1% | -26.2% | +21.1% | +1.8% |
| 30D | -6.4% | -17.8% | +11.4% | -2.7% |
| 3M | -1.6% | +14.2% | -15.8% | -7.2% |
| 6M | +2.3% | -12.9% | +15.2% | +2.3% |
| YTD | +1.1% | -29.2% | +30.3% | +6.3% |
| 1Y | +8.0% | -44.4% | +52.4% | +21.4% |
| 3Y | +16.3% | +51.1% | -34.7% | -7.8% |
| 5Y | -29.4% | +16.5% | -45.9% | -41.0% |
| 10Y | +125.6% | +131.6% | -6.0% | +55.4% |
| All | +554.5% | +749.2% | -194.7% | +297.3% |
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