+169.6%
EXC vs GWRE
+793.8%
-624.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.8% | +8.5% | +1.4% |
| 7D | +1.2% | -25.6% | +26.8% | +3.6% |
| 30D | -2.7% | -12.2% | +9.5% | -1.9% |
| 3M | -1.0% | +17.7% | -18.7% | -3.1% |
| 6M | -9.3% | -11.3% | +2.1% | -9.3% |
| YTD | +3.6% | -25.5% | +29.1% | +5.1% |
| 1Y | +5.9% | -42.8% | +48.7% | +10.3% |
| 3Y | +21.3% | +59.0% | -37.7% | +10.3% |
| 5Y | +46.2% | +21.6% | +24.6% | +35.2% |
| 10Y | +151.5% | +139.2% | +12.3% | +117.1% |
| All | +169.6% | +793.8% | -624.2% | +132.1% |
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