+830.9%
FIVE vs GWRE
+489.1%
+341.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +2.7% | -2.0% | +4.6% | +3.2% |
| 30D | +12.7% | -4.1% | +16.7% | +13.5% |
| 3M | +2.1% | -13.4% | +15.4% | +3.8% |
| 6M | +17.5% | +26.0% | -8.5% | +3.6% |
| YTD | +31.0% | -21.3% | +52.2% | +32.3% |
| 1Y | +67.7% | -27.5% | +95.2% | +74.1% |
| 3Y | +43.4% | +72.7% | -29.3% | +3.3% |
| 5Y | +18.1% | +26.4% | -8.3% | -7.4% |
| 10Y | +508.8% | +169.3% | +339.5% | +271.5% |
| All | +830.9% | +489.1% | +341.8% | +399.1% |
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 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