+24.3%
F vs GWRE
-44.7%
+69.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | -4.4% | -13.2% | +8.8% | -4.3% |
| 30D | +1.0% | -18.6% | +19.6% | +1.0% |
| 3M | -4.0% | +18.9% | -22.9% | -3.4% |
| 6M | +18.1% | -11.0% | +29.0% | +19.1% |
| YTD | +10.2% | -29.9% | +40.1% | +12.0% |
| 1Y | +24.3% | -44.3% | +68.7% | +27.2% |
| All | +24.3% | -44.7% | +69.0% | +27.2% |
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