+192.2%
GD vs GWRE
+130.1%
+62.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -0.3% |
| 7D | -3.1% | -26.2% | +23.1% | +1.1% |
| 30D | -10.9% | -17.8% | +6.8% | -8.8% |
| 3M | +2.5% | +14.2% | -11.8% | -0.9% |
| 6M | -1.7% | -12.9% | +11.2% | -1.6% |
| YTD | +6.1% | -29.2% | +35.4% | +9.5% |
| 1Y | +11.7% | -44.4% | +56.1% | +20.2% |
| 3Y | +71.8% | +51.1% | +20.7% | +47.6% |
| 5Y | +92.2% | +16.5% | +75.7% | +72.9% |
| 10Y | +192.2% | +131.6% | +60.6% | +121.6% |
| All | +192.2% | +130.1% | +62.1% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling