+49.3%
F vs GWRE
+14.4%
+34.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.5% |
| 7D | -3.7% | -30.9% | +27.3% | +3.0% |
| 30D | -0.7% | -20.7% | +20.0% | +2.9% |
| 3M | -1.9% | +20.2% | -22.0% | -7.6% |
| 6M | +16.1% | -11.9% | +27.9% | +15.8% |
| YTD | +9.5% | -30.3% | +39.8% | +15.9% |
| 1Y | +27.2% | -44.6% | +71.8% | +44.1% |
| 3Y | +36.3% | +48.8% | -12.5% | -1.2% |
| 5Y | +49.3% | +14.8% | +34.5% | +13.0% |
| All | +49.3% | +14.4% | +34.8% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling