+160.0%
EXPE vs GWRE
+131.0%
+29.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -5.8% | -13.2% | +7.5% | -0.6% |
| 30D | -13.6% | -18.6% | +5.0% | -8.2% |
| 3M | +25.2% | +18.9% | +6.3% | +14.1% |
| 6M | +22.3% | -11.0% | +33.3% | +21.9% |
| YTD | -0.3% | -29.9% | +29.6% | +8.6% |
| 1Y | +27.8% | -44.3% | +72.1% | +52.2% |
| 3Y | +162.4% | +51.7% | +110.8% | +92.4% |
| 5Y | +95.8% | +15.4% | +80.4% | +55.0% |
| All | +160.0% | +131.0% | +29.1% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling