+45.6%
EXC vs GWRE
+14.4%
+31.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.6% | -30.9% | +29.3% | -0.5% |
| 30D | -2.4% | -20.7% | +18.3% | -1.7% |
| 3M | -4.0% | +20.2% | -24.1% | -4.7% |
| 6M | -9.8% | -11.9% | +2.1% | -9.8% |
| YTD | +2.3% | -30.3% | +32.6% | +3.5% |
| 1Y | +3.8% | -44.6% | +48.5% | +6.2% |
| 3Y | +19.7% | +48.8% | -29.1% | +12.2% |
| 5Y | +45.6% | +14.8% | +30.8% | +36.5% |
| All | +45.6% | +14.4% | +31.2% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling