+86.4%
F vs GWRE
+131.0%
-44.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -4.4% | -13.2% | +8.8% | -1.3% |
| 30D | +1.0% | -18.6% | +19.6% | +4.7% |
| 3M | -4.0% | +18.9% | -22.9% | -9.9% |
| 6M | +18.1% | -11.0% | +29.0% | +17.1% |
| YTD | +10.2% | -29.9% | +40.1% | +15.9% |
| 1Y | +24.3% | -44.3% | +68.7% | +39.6% |
| 3Y | +38.1% | +51.7% | -13.6% | +6.0% |
| 5Y | +50.2% | +15.4% | +34.8% | +20.7% |
| All | +86.4% | +131.0% | -44.5% | +17.6% |
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