+858.8%
FIVE vs GWRE
+457.4%
+401.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.8% | +8.6% | +3.1% |
| 7D | +3.7% | -25.6% | +29.2% | +11.7% |
| 30D | +4.0% | -12.2% | +16.2% | +6.1% |
| 3M | +36.2% | +17.7% | +18.5% | +24.9% |
| 6M | +18.0% | -11.3% | +29.4% | +16.5% |
| YTD | +34.9% | -25.5% | +60.4% | +39.8% |
| 1Y | +67.9% | -42.8% | +110.7% | +90.7% |
| 3Y | +57.3% | +59.0% | -1.7% | +17.4% |
| 5Y | +39.5% | +21.6% | +17.9% | +11.5% |
| 10Y | +496.4% | +139.2% | +357.2% | +279.3% |
| All | +858.8% | +457.4% | +401.4% | +427.5% |
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