+29.5%
FIVE vs GWRE
+14.4%
+15.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | +0.6% | -30.9% | +31.5% | +9.5% |
| 30D | +3.0% | -20.7% | +23.7% | +7.5% |
| 3M | +23.2% | +20.2% | +3.0% | +12.3% |
| 6M | +9.2% | -11.9% | +21.0% | +7.8% |
| YTD | +28.1% | -30.3% | +58.4% | +36.6% |
| 1Y | +65.3% | -44.6% | +109.9% | +92.5% |
| 3Y | +49.4% | +48.8% | +0.6% | +5.3% |
| 5Y | +29.5% | +14.8% | +14.8% | +9.9% |
| All | +29.5% | +14.4% | +15.1% | +9.9% |
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