+93.8%
GD vs GWRE
+22.2%
+71.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.1% |
| 7D | -3.5% | -25.6% | +22.1% | -1.2% |
| 30D | -9.0% | -12.2% | +3.2% | -8.3% |
| 3M | +5.1% | +17.7% | -12.6% | +2.9% |
| 6M | -1.0% | -11.3% | +10.3% | -1.2% |
| YTD | +7.3% | -25.5% | +32.8% | +8.6% |
| 1Y | +12.4% | -42.8% | +55.3% | +16.6% |
| 3Y | +73.7% | +59.0% | +14.7% | +60.0% |
| 5Y | +93.8% | +21.6% | +72.2% | +83.5% |
| All | +93.8% | +22.2% | +71.6% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling