+73.0%
GAP vs GWRE
+736.4%
-663.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -6.3% | -30.9% | +24.6% | +1.7% |
| 30D | -0.2% | -20.7% | +20.5% | +4.5% |
| 3M | 0.0% | +20.2% | -20.1% | -6.1% |
| 6M | -8.1% | -11.9% | +3.7% | -8.8% |
| YTD | -16.5% | -30.3% | +13.8% | -12.4% |
| 1Y | -10.5% | -44.6% | +34.2% | +0.1% |
| 3Y | +104.0% | +48.8% | +55.2% | +61.3% |
| 5Y | +6.8% | +14.8% | -8.0% | -11.5% |
| 10Y | +26.9% | +128.1% | -101.2% | -11.2% |
| All | +73.0% | +736.4% | -663.4% | -3.4% |
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