+93.6%
GD vs GWRE
+27.5%
+66.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| 6M | +2.9% | +23.1% | -20.2% | -0.3% |
| YTD | +7.1% | -19.7% | +26.8% | +7.3% |
| 1Y | +5.9% | -25.0% | +31.0% | +6.8% |
| 3Y | +53.9% | +78.7% | -24.9% | +40.2% |
| All | +93.6% | +27.5% | +66.1% | +81.5% |
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