+31.0%
F vs GWRE
-25.4%
+56.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -19.9% | +21.4% | +1.5% |
| 7D | +5.3% | -21.1% | +26.4% | +5.3% |
| 30D | +4.6% | +1.3% | +3.3% | +4.4% |
| 3M | -3.7% | +7.4% | -11.1% | -4.1% |
| 6M | +16.8% | +5.6% | +11.2% | +17.5% |
| YTD | +15.3% | -19.2% | +34.5% | +16.6% |
| 1Y | +31.0% | -25.1% | +56.2% | +32.5% |
| All | +31.0% | -25.4% | +56.4% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling