+43.4%
FIVE vs GWRE
+74.3%
-30.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +2.7% | -2.0% | +4.6% | +2.9% |
| 30D | +12.7% | -4.1% | +16.7% | +13.0% |
| 3M | +2.1% | -13.4% | +15.4% | +2.5% |
| 6M | +17.5% | +26.0% | -8.5% | +10.6% |
| YTD | +31.0% | -21.3% | +52.2% | +34.2% |
| 1Y | +67.7% | -27.5% | +95.2% | +75.1% |
| 3Y | +43.4% | +72.7% | -29.3% | +27.1% |
| All | +43.4% | +74.3% | -30.9% | +27.1% |
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