+165.2%
GD vs GWRE
+167.6%
-2.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.7% | -2.0% | +4.6% | +2.9% |
| 30D | +8.6% | -4.1% | +12.7% | +8.9% |
| 3M | -7.1% | -13.4% | +6.3% | -6.0% |
| 6M | +7.5% | +26.0% | -18.5% | +1.1% |
| YTD | +9.9% | -21.3% | +31.2% | +11.0% |
| 1Y | +7.6% | -27.5% | +35.1% | +10.2% |
| 3Y | +56.2% | +72.7% | -16.5% | +30.7% |
| 5Y | +100.6% | +26.4% | +74.3% | +78.3% |
| All | +165.2% | +167.6% | -2.4% | +89.3% |
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