+32.9%
F vs GWRE
+51.5%
-18.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.0% | +1.1% | -3.6% |
| 7D | -4.9% | -26.2% | +21.3% | -3.0% |
| 30D | -2.9% | -17.8% | +14.9% | -1.9% |
| 3M | -9.1% | +14.2% | -23.3% | -10.5% |
| 6M | +12.9% | -12.9% | +25.8% | +13.7% |
| YTD | +6.1% | -29.2% | +35.3% | +9.5% |
| 1Y | +22.5% | -44.4% | +66.9% | +31.0% |
| All | +32.9% | +51.5% | -18.6% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling