+56.3%
GD vs GWRE
+74.8%
-18.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | -5.0% | -0.7% | -4.2% | -4.9% |
| 30D | +8.9% | -1.6% | +10.5% | +8.9% |
| 3M | -8.0% | +0.9% | -8.9% | -8.5% |
| 6M | +2.9% | +23.1% | -20.2% | 0.0% |
| YTD | +7.1% | -19.7% | +26.8% | +7.0% |
| 1Y | +5.9% | -25.0% | +31.0% | +6.4% |
| All | +56.3% | +74.8% | -18.4% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling