+87.5%
F vs GWRE
+844.6%
-757.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.1% | -2.0% | -1.1% | -2.7% |
| 30D | 0.0% | -4.1% | +4.1% | +0.5% |
| 3M | -13.2% | -13.4% | +0.1% | -11.9% |
| 6M | -10.2% | +26.0% | -36.2% | -17.3% |
| YTD | -4.9% | -21.3% | +16.3% | -3.9% |
| 1Y | -6.1% | -27.5% | +21.4% | -3.1% |
| 3Y | +46.0% | +72.7% | -26.7% | +15.1% |
| 5Y | -15.7% | +26.4% | -42.1% | -30.2% |
| 10Y | +64.3% | +169.3% | -105.0% | +12.9% |
| All | +87.5% | +844.6% | -757.1% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling