+596.5%
GD vs GWRE
+869.7%
-273.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -19.9% | +18.2% | +1.3% |
| 7D | -5.3% | -21.1% | +15.8% | -2.1% |
| 30D | -6.4% | +1.3% | -7.7% | -7.1% |
| 3M | +5.7% | +7.4% | -1.7% | +3.2% |
| 6M | -0.9% | +5.6% | -6.6% | -3.8% |
| YTD | +8.2% | -19.2% | +27.4% | +9.3% |
| 1Y | +13.4% | -25.1% | +38.6% | +15.5% |
| 3Y | +68.5% | +87.7% | -19.2% | +42.1% |
| 5Y | +97.2% | +32.0% | +65.1% | +74.5% |
| 10Y | +190.2% | +157.8% | +32.4% | +120.9% |
| All | +596.5% | +869.7% | -273.2% | +381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling